Following the incident, three policemen were suspended and a magisterial inquiry was ordered.
District Magistrate Surendra Vikram said Zakhir Hussain was arrested yesterday after family members of his wife, who died a few days ago, registered a complaint with police alleging that he had demanded dowry from them.
Hussain was put in police lock up at Sayyedraja police station where he allegedly took the extreme step this morning, he said.
"We have ordered a magisterial probe into the matter. Suspension proceeding has also been ordered against the Station Officer and two more constables, who were on duty at the time of incident," the DM said.