While Jitu struck gold in the 50m event, Shweta's bronze came in the 10m air pistol event at the Ongnyeon Shooting Range here.
Armyman Jitu, 27, showed steely grit to get the better of a strong field, which included two-time Olympic champion Jin Jongoh of South Korea, to snatch the gold off the final shot in a straight duel with Vietnamese rival Nguyen Hoang Phuong.
But the Indian clinched the issue on the last shot.
Jitu shot 8.4 after his rival had fumbled with a poor 5.8 to win the gold with an overall tally of 186.2, as compared to Nguyen's 183.4.
The bronze was clinched by China's Wang Zhiwei (165.6). Jitu thus became only the second Indian pistol shooter to clinch an Asian Games title after Jaspal Rana and the fourth shooter overall after shotgun experts Randhir Singh in 1978 and Ronjan Sodhi in 2010.
"I wanted to win this gold badly and was under a lot of pressure. The competition here was even more than in the Commonwealth Games or the world championship. I am happy that I could fulfill my wish," he said.
However, the Indian men's team finished fourth with his teammates Om Prakash (555) and Onkar Singh (551) ending up 10th and 16th respectively.
Earlier, Shweta, competing with a gun she was not used to as her own gun had been held back by the Korean Customs, secured the bronze medal in the 10m range in air pistol with a total tally of 176.4 behind champion Zhang Mengyuan of China (202.2) and runner-up Jung Jeehae of South Korea (201.3).
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