The deceased, Sumit Aggarwal, was depressed since he had incurred losses after investing money in some properties in Jaipur, the police said.
He lived with his wife and two children, aged eight and five, respectively, at Majestic Apartments in sector 18, they added.
His wife told police that since morning he was saying that he does not want to live.
However, she had counselled him against thinking about suicide. She said that she had gone to the kitchen to prepare lunch when she heard gunshots, said a senior police officer.
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The couple's children were in another room when Sumit took the extreme step.
His wife told police that he was suffering from depression due to monetary losses.
"His heart was punctured from the gunshot and the bullet passed out from the other side of his body. After police were informed, a team reached the crime spot and recovered an empty cartridge from the room," said a senior police officer.