Rajvir Singh took the extreme step last night, they said.
Singh's maid servant discovered his body lying in a pool of blood this morning following which she informed the police, DSP Ranvijay Singh said.
Police reached the spot and recovered a country-made pistol and a suicide note, in which the deceased had apologised for the act, saying he was reeling under depression, he said.
The body has been sent for post-mortem, Singh said.