Direct speech: This morning he said," I shall leave Delhi tomorrow."
Reported speech(book answer): This morning he said that he would leave Delhi tomorrow.
But i think there should the next day instead of tomorrow.
Correct me if am i am wrong?
In this case there is no need to 'backshift' tomorrow because the report and the original occur on the same day: tomorrow is the 'next day' with respect to both. If you said 'the next day' you would compel your hearer to perform an extra layer of 'processing' to figure out that the departure day is tomorrow.
Similarly, if you were reporting something he said yesterday you would backshift tomorrow to 'today':
Yesterday he said, " I shall leave Delhi tomorrow."
Yesterday he said that he would leave Delhi today.
It is only if you are reporting a more remote speech that you backshift to 'the next day'.
Last Thursday he said, " I shall leave Delhi tomorrow."
Last Thursday he said that he would leave Delhi the next day.