The jawan, identified as Jitendra Patra (32), allegedly fired at himself from his rifle late on Tuesday night at his hometown Hinjili, said inspector in charge of Hinjli police station, Subash Chandra Panda.
"The reason behind his suicide will be known only after investigation," the IIC said.
He said the deceased had sent SMS to his brother and one of his friends before taking the extreme step, but he did not mention the reason, police said.