A head constable of the Rajasthan Armed Constabulary (RAC) deployed outside the Union Finance Ministry allegedly shot himself with his service weapon on Tuesday, police said.
The deceased identified as Jai Narain (48) was posted on guard duty near gate number 2 of North Block, they said.
"The incident took place at around 12.40 pm. In the CCTV footage, the victim can be seen shooting himself with his service carbine," said Deputy Commissioner of Police (New Delhi) Madhur Verma.
He was rushed to a nearby hospital where he was declared brought dead.
No suicide note has been found from the spot, the officer said adding further investigation is underway.