Superintendent of Police, Bhimsen Tuti said constable Mahavir Sao, who was deputed as residential guard at Deputy Commissioner Ravishankar Shukla's residence, had shot himself with his service revolver.
Sao, shot himself in the head and died on the spot, he said, adding the constable was under depression as he was suffering from a severe ailment.
Police is probing the incident, Tuti added.