The deceased, both of whom died on the spot, have been identified as ASI Rohtash and Head Constable Sanjay.
"We have lost two personnel in a tragic incident here at around 9 PM at the CIA unit," said Rohtak SP Shashank Anand.
He, however, maintained that he "will not be able to say whether they killed each other".
Anand, however, said that something had happened between the two personnel even as he ruled out the possibility of the involvement of a third person in the incident.
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The SP said that firearms were used in the incident. "Firearm injuries were there on both of them," he said.
He said that police have been able to locate one of the firearms used in the incident.
"Our team is searching for the second firearm," he said, adding that the family members of both the deceased have been called to the site of the incident.