Kamal Mehra, a constable in the PAC's 46 battalion, shot himself in the head with his service rifle, DIG Sanjay Gunjyal said.
He was rushed to a city hospital where he was declared brought dead.
The reason that prompted the 30-year-old jawan to take the extreme step is being probed, the DIG said.
Mehra had been suspended in the past, he said.
Though his suspension had been revoked, a departmental inquiry was still on against him and he might have been depressed, Gunjyal said.