After the incident was reported in Vijayraghavgarh police station on the late night on January 12, the district administration has ordered a magisterial probe.
Police said that it was prima facie a case of suicide.
"Ram Kishore Gond cut a piece of a blanket given to him, and used it to hang himself (from the ceiling) in the lock-up of the Vijayraghavgarh police station," said Additional Superintendent of Police (ASP) Vivek Kumar Lal.
Gond, a local resident, was arrested on Saturday for allegedly killing his girl friend by throttling her some 20 days ago.
Lal said a magisterial enquiry has been ordered into the hanging incident.
He said further action would be taken accordingly.
Police are awaiting Gond's postmortem report, the ASP added.
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