The man, identified as Mkandawire Lyon, was found dead on the highway with injury marks on his nose and ears, they said.
Police suspect some vehicle might have hit him during the wee hours. They, however, said the exact cause of his death can be ascertained only after the postmortem results come out.
From his passport and other documents found in his bag it was revealed that Lyon had been residing in Delhi for the last several years.
Lyon's parents, who were informed of the incident, reached Ambala in the evening to claim his body.