MEA's action came a day after the ministry was approached by Delhi government seeking intervention in the matter.
"The city administration has approached us after which we have requested Ugandan mission to provide consular access to these three women," the Spokesperson in the MEA said.
A Delhi government official said the women have alleged that their passports and other important documents have been taken away by the "drug mafia".
They requested the government to help in the matter and arrange for their safe return to Uganda, the official said.
"They were taken to the Deputy Commissioner's (South) office and their statements were registered under section 164 CrPC. We have already approached the MEA seeking protection to them. We also requested the Ministry to arrange for their return to Uganda," he said.
The women said they live in Khirki Extension area of Malviya Nagar where controversial Law Minister Somnath Bharti had allegedly led a group of AAP supporters in conducting a raid against some African women accusing them of involvement in a prostitution racket.
Congress and BJP as well as various women organisations had come down hard on Bharti for his action. However, AAP had maintained he was innocent and wanted the police to carry out a raid against an alleged drug and prostitution ring.