The woman, identified as Sonia of Faridabad had been lodged in female ward in the jail for about two months.
The police said she had gone to the toilet at around 10 PM last night where she hanged herself from the ceiling with the help of her 'chunni' (scarf).
Another woman who followed her in the toilet about five minutes later spotted her hanging and raised an alarm.
Jail Superintendent Rajender Siwach said today that she was suffering from psychiatric problems and was under treatment.
"She was shifted here from Faridabad in July. The medical staff at jail and the doctors at the PGIMS were treating her. They had advised us to keep her with other women inmates," he said.
A judicial inquiry has been ordered into the incident, he added.