The constable, Amit Khokhar, was rushed to a hospital where he was declared brought dead, they said.
No suicide note was found from the spot.
He had not been keeping well and was upset about it, the police said.
He hailed from Baghpat and had joined Delhi Police in 2009.
Amit was currently posted at Daryaganj police station. He was supposed to start his shift from 8 PM but had reached the barracks at 5 PM, the police said.