The deceased, identified as Lalji (45), was posted at Aman Vihar police station and lived in Mandawli area.
Locals found him lying in a pool of blood on the road last night and rushed him to a nearby hospital, where he was declared brought dead, police said.
Though no suicide note has been recovered from his possession but those close to him have told police that Lalji was depressed over his duty hours and inability to spend time with family, they said.