Umesh Singh's body was found alongside his pistol in his rented accommodation after neighbours heard gunshots last night, according to SSP Mohit Gupta.
The reason behind Singh's step is yet to be ascertained, Gupta said.
The body has been sent for post-mortem, police said.
An FIR alleging murder has been filed by the deceased's brother Vijai Pal, Gupta said.
According to the SSP, Singh lived in the rented accommodation with his second wife Anjali Saraswat, while his first wife Punam lives in the government quarters allotted to him.
Singh had joined the force in 2011.
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