The official, identified as Yashpal Singh, was posted as a sub-inspector with the Anti Auto-theft Squad office in Amar Colony under Delhi Police's south east district jurisdiction, a senior official said.
Singh is survived by his wife and three children.
The officer allegedly had his dinner late last night and around an hour later a gunshot was heard. He was rushed to a hospital where he succumbed to his injuries.
"His body was found in the room with bullet injuries on right side of his head," Badalpur SHO Manoj Yadav said.
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Police said although no suicide note was recovered from the deceased's house, his relatives claimed that he was under severe work pressure and depression.
Beside suicide other possible angles too are being investigated, they said.
The investigation is being done by local police at Greater Noida. We shall help them with all necessary information, the senior official added.