Transformerless rectification is giving out AC component
"I want to convert 240V AC 50hz to 12V DC without transformer."

No. You. Don't. Not unless you enjoy getting electrocuted. Regardless what the schematic says, it is not "Mains Isolated". (It's not spike protected worth squat, either, but that's not of immediate concern.)

OK, so you think having 1M resistors is isolation. Problem is, it's not DC you have to worry about, it's AC, and the impedance of your capacitors is ~1600 ohms each. Is your multimeter battery powered? I'd guess not, and your AC reading is partially referenced to the mains - and this should tell you something about the dangers of this circuit.

Plus, although 1600 ohms is quite low enough for you to die, this circuit will only produce a DC current of about 50 mA. I don't know what current limiting resistor you're using on your LEDs, but if you're working at a nominal 10 mA per LED, with the LEDs in strings of 3, you can't count on running more than about 15 LEDs.

And for what it's worth, I've gone to swagatam's website, and the man is a blithering incompetent.