Regular captain Virat Kohli has been rested for the T20Is but he will return for two Tests.
Rohit Sharma will captain the T20I team in the limited-overs series due to begin in Delhi on Sunday.
There is plenty of concern ahead of the T20I in Delhi due to the air pollution in the national capital.
However, Rohit Sharma said that he has played in the city before and he did not face any problem.
"I have just landed and haven't had time to assess. As far as I know the game is to be played on 3rd and will be played," Rohit Sharma said on Thursday.
"We didn't have any problem when we played the Test match here (against Sri Lanka). We are not aware of the exact discussion and I haven't had any problem," he added.
The second T20I is on November 7 in Rajkot and the third on November 10 in Nagpur.
T20I squad: Rohit Sharma (capt), Shikhar Dhawan, KL Rahul, Sanju Samson, Shreyas Iyer, Manish Pandey, Rishabh Pant, Washington Sundar, Krunal Pandya, Yuzvendra Chahal, Rahul Chahar, Deepak Chahar, Khaleel Ahmed, Shivam Dube, Shardul Thakur
Test squad: Virat Kohli (capt), Rohit Sharma, Mayank Agarwal, Cheteshwar Pujara, Ajinkya Rahane, Hanuma Vihari, Wriddhiman Saha (wk), Ravindra Jadeja, Ravichandran Ashwin, Kuldeep Yadav, Mohammed Shami, Umesh Yadav, Ishant Sharma, Shubman Gill, Rishabh Pant