Jagdish Yadav, aged 35, posted at Sarojini Nagar Police Station in Lucknow, took the extreme step while travelling to Bijnore with a police party.
When the vehicle reached Sidhauli, Yadav shot himself with his service rifle and died at the scene, the officials said.
The body had been sent for post mortem, they said adding the motive behind the crime could not be immediately known.