The ASI, identified as S N Pandey, shot himself after he reached the Sehora police station, they said adding that prior to the incident, he offered prayers at a Hanuman temple located on the station premises.
Pandey died on the spot, police said adding that the reason behind his taking the extreme step was not yet clear.
Pandey's son Rajkumar later alleged that his father was being troubled by his seniors.
Rajkumar also said that his father had shared about his problems on the work front with his family members and added that he did not appear 'normal' when he returned home last night.
A case has been registered in this case and further probe is on, police said.