Police, however, claimed that Subhash Rajvanshi, whose body was found hanging from an iron grill by an inmate in the lock-up last evening, had committed suicide.
The District Magistrate has ordered an inquiry into the case.
A resident of Madiyaon area, Rajvanshi was arrested by police for allegedly stealing a motorcycle and kept in the lock-up last evening, police said.
An inmate Shyamu Rawat said that Rajvanshi went to toilet and later his body was found hanging from an iron grill.
Superintendent of Police Abdul Hameed said the youth was arrested on identification by the motorcycle owner and he later committed suicide.
An independent inquiry would be conducted into the incident and action would be taken on its basis, the District Magistrate said.