The 50-year-old model-turned-spiritual guru, who had a large following among politicians, allegedly shot himself at his residence here, the police said.
"I had spoken to him some days back and Bhayyuji Maharaj had told me that he was under pressure from the BJP government to work for them," he said.
"The spiritual guru was under a lot of mental pressure. A CBI probe should be conducted to clear all doubts related to his extreme step," Agarwal said.
Sharma said a notepad was found in his room on which he had purportedly written, "Somebody should be there to handle duties of family, I am leaving, too much stressed out, fed up".
The people close to the spiritual guru claimed that it was his own handwriting, but the police will verify the same through experts, he said.
The exact cause behind the extreme step will be known after a detailed probe, he said.
Indore Collector Nishant Warwade said circumstances under which he committed suicide were a matter of probe.
Bhayyu Maharaj's first wife, Madhavi, passed away in November 2015. In April last year, he had married Dr Ayushi Sharma, a native of Shivpuri. He has a daughter from his first wife.
As the news about Bhayyu Maharaj's suicide spread, a large number of his supporters gathered in front of the Bombay Hospital where the 'godman' was rushed after he shot himself.
Bhayyu Maharaj was one of the five 'saints' to whom the BJP government in Madhya Pradesh had granted Minister of State (MoS) rank in April. However, he had refused to accept it, saying "a post holds no importance for a saint".
He tweeted, "My tribute to saint Bhayyuji Maharaj, The country has lost a person who was a confluence of culture, knowledge & service. Your thoughts will motivate society to follow the path of serving humanity.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)