The union territories of Andaman and Nicobar, Delhi and Pondicherry are headed by lieutenant-governors, the role of the lieutenant-governor is a mostly ceremonial one, similar to that of a state's governor. Governor exist in the States while Lieutenant Governors are there in Union territories since these Union territories are administrative divisions of the Centre , smaller in size and have no elected governments, except for Delhi and Pondicherry which have their own elected legislatures.
The other four union territories—Chandigarh, Dadra and Nagar Haveli, Daman and Diu and Lakshadweep—are governed by an administrator who is an IAS officer. An Administrator is an agent of the President not the head of state like a governor.