Duro Gledia, 29, was on a visit to India on a tourist visa along with her male friend, a Czech national.
The incident came to light when Gledia's friend returned to the room after having lunch and failed to open the door.
"When he failed to unlock the door, he called the manager and the staff for help. As soon as they broke open the door, they found her body hanging," police said.
No suicide note was found, they said.