Dharam Singh and his wife Kamlesh, both in their forties, were found murdered in Chawla locality of Najafagarh this morning by a neighbour.
28-year-old Neeraj, a Constable posted in Patiala Courts complex here, was arrested after he was questioned, police said.
Neeraj, who joined Delhi Police in 2008, allegedly stabbed the couple in front of his wife last night after an argument.
"He confessed to the murders during questioning. He told us that he was under depression as his parents used to interfere in his family matters. His second wife gave birth to a girl a month ago.
The official said Neeraj told his wife not to tell anybody about the killing.