Baalu B, a resident of Kerala, was posted in Delhi and was living alone in Nausena Bagh area of Chankyapuri, police said.
He jumped to his death on the intervening night of Wednesday and Thursday.
"On the intervening night of Wednesday and Thursday, Baalu B jumped from the eighth floor of a building in the Nausena Bagh, which is a residential complex for Navy personnel," a senior police official said.
Baalu was found lying in a pool of blood and was rushed to a nearby hospital, the officer said, adding that doctors declared him brought dead.
The body of Baalu was handed over to his kin, who had arrived in the national capital, after post mortem examination.
"No suicide note has been recovered from the spot. It cannot be said what crossed his mind and he took that extreme step, even his relatives are clueless. We are investigating the case from all possible angles," said a police official.