Formal:
* ಕೇಂದ್ರಾಡಳಿತ ಪ್ರದೇಶ (Kendraaḍalita Pradēśa): This literally translates to "central-administered region" and is the most common way to refer to union territories in formal contexts.
Informal:
* ಕೇಂದ್ರದ ಆಡಳಿತದಲ್ಲಿರುವ ಪ್ರದೇಶ (Kendraaḍa Āḍaḷitadaḷliruva Pradēśa): This means "region under the administration of the central government."
* ಕೇಂದ್ರದ ಅಧಿಕಾರಕ್ಕೆ ಒಳಪಟ್ಟ ಪ್ರದೇಶ (Kendraaḍa Adhikārakke Oḷapaṭṭa Pradēśa): This means "region under the jurisdiction of the central government."
You could also use the specific name of the union territory in Kannada. For example, "ಪುದುಚೇರಿ" (Puduchēri) for Puducherry, "ದೆಹಲಿ" (Dehli) for Delhi, etc.