Kaptan Singh was on duty at the time of the suicide, around 6.30 a.m, within the premises of the Security Lines at Chanakyapuri, police said.
A police officer said one of Kaptan Singh's colleagues rushed towards him on hearing the sound of the shot. He was rushed to Ram Manohar Lohia Hospital in central Delhi, where doctors pronounced him dead.
No suicide note was found, police said.
"Prima-facie, he was depressed because of financial issues. We are trying to ascertain what the exact reason was for him taking the extreme step," a police officer said.
Kaptan Singh, a resident of Kanjhawala in northwest Delhi, had been posted at the Security Lines for the last two years. One of his sons is also with Delhi Police, posted in another district.
--IANS (Posted on 18-09-2013)