Bhaskar Prabhakar Chouke (34), the deceased, worked as a bodyguard of Armori MLA Krishna Gajbe.
Chouke arrived at the MLA's office at around 6 am, when the office was yet to open, and shot himself with his service pistol at the gate, police said.
Workers at a nearby petrol pump heard the gunshot and rushed to the spot to find Chouke lying in a pool of blood.
Gajbe reached the office after learning about the incident and took the injured constable to the local rural hospital, from where he was taken to Gadchiroli General Hospital.
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Gajbe termed the incident as very tragic and unfortunate.
District superintendent of police Dr Abhinav Deshmukh also visited the hospital.
Ruling out any political angle to the suicide, Deshmukh told PTI, "He killed himself over a domestic issue. He was allegedly involved in an illicit affair with a married woman."
A case was registered at the Desaiganj police station. Assistant police inspector Sunil Tawde is conducting further probe.