The Home Minister spoke to Delhi Police Commissioner B S Basssi and directed that the incident should be probed.
The Commissioner of Police immediately ordered a probe through the Joint CP- New Delhi range into it, officials said.
The farmer identified as Gajendra Singh committed suicide by hanging himself from a tree in Chief Minister Arvind Kejriwal's presence at the Aam Aadmi Party's rally at the Jantar Mantar, a stone's throw from Parliament, at about 2 PM.
A purported suicide note was recovered from the spot in which he mentioned that he is a farmer and his crops have been destroyed. He has also wrote his family's contact number.
AAP leaders have accused the police of inaction and said it was an attempt to "sabotage" their rally.
Kejriwal said, "We kept asking the police to bring him down. Police may not be in our control but at least there should be a semblance of humanity among them.