Sanjay Banerjee, a Deputy Commissioner of Police (DCP), fired a couple of rounds from his revolver, they said.
The officer, along with his family, had gone for lunch at the Goa Portuguese Hotel where he ended his life at around 4 pm, the police said.
The reason for the suicide was not yet known, they said, adding the body has been sent to the Civil Hospital here for a post-mortem.
Banerjee joined the ATS in June last year.