The incident was reported at around 4.30 PM from Kalkaji Metro station when Sub-Inspector Bhagat Singh locked himself inside the CCTV control room and shot himself, they said.
Singh, who was the shift in-charge, was shouting from the room that he would kill himself and while the staff at the station was trying to break open the door, he shot himself, police said.
No suicide note has been found till now and his family claimed that they do not know what drove him to take the extreme step, police said.
Senior CISF and police officers soon reached the spot and the paramilitary has ordered a Court of Inquiry into the incident, they said.
Singh, a resident of Agra, had joined the force in 2012, and was married with two kids, the officials said.
He was staying alone in the CISF barracks near Okhla metro station. His brother, Manwari also stays in Delhi.
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