Yes, the best one is Instituto Cervantes
You can even opt for language courses in various universities and colleges. They'll provide you better and more reliable output.
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Instituto Cervantes is the best considering its the culture centre. Good quality education, interactive sessions, theatre and various other events keep happening. Speaking from personal experience
You can go to InLingua, in connaught place, they are having one more branch in Delhi, but currently all the educational institutions are operating through online video calling medium only incuding it, so if you don't want that then wait for sometime and then apply.
World Language Centre in Pitampura is good