Officials said the incident occurred at about 4 AM when the body of trainee officer identified as M M Mullah (31) was found hanging in his hostel room at the Central Reserve Police Force (CRPF) training academy in Kadarpur here.
They said Mullah, who hailed from Karnataka's Belgaum, had joined the force as a direct entry officer in the rank of Assistant Commandant (AC) in September last year.
He was part of the 47th AC course.
The UPSC conducts an all-India exam for recruiting officers in paramilitary forces like CRPF every year.
Local police officials and senior CRPF officers reached the spot and a Court of Inquiry has been ordered into the incident by the paramilitary, they said.