The incident took place last night, they added.
Mansoor Patel died on the spot after being hit by a bullet fired by members of the marriage party, an official posted at Badnagar Police station said.
Soon after the incident the atmosphere turned gloomy in the village.
Patel hailed from Baloda Bujurg village in adjoining Dhar district, police said.
A case under Section 304 of IPC (culpable homicide not amounting to murder) was registered and further investigation was on, he added.