Narinder Samhota, who was posted at Karol Bagh metro station, had a gun injury on his temple and was found near Sector 14-Dwarka metro station, they said.
He was rushed to a nearby hospital where doctors declared him brought dead.
A passeby saw him shooting himself and he informed police, a senior police official said.
A case has been registered and investigations are on.
Samhota was a 2008 batch Sub Inspector and resided in Dwarka.
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