Police said Prabhakar Nayak (40), alias Jhabu of Basanti Colony here set himself on fire and ran into the Uditnagar police station after failing to meet its inspector in-charge.
Though police personnel immediately rushed him to the hospital, doctors assessed that he had susptained over 80 per cent burns and died today, police said.
Sub-divisional police officer, Uditnagar, R K Panigrahi said the man had some altercation with a woman of his locality over money and she had lodged a complaint on January 24.
The man set fire to himself out of frustration and anger when he could not meet the inspector in-charge, he added.