R R Meena (35) shot himself using his service rifle at around 5 am and died on the spot, police said.
He was married and has been suffering from a long bout of depression because of some illness and constant fights with his wife, they added.
Though he has not left any suicide note, scribbling on his hand said he was ill and was not able to work properly. He also described his wife as an illiterate simpleton.
CISF has ordered an inquiry into the incident and claimed that Meena took the extreme step because of personal reasons and not work-related stress.
"The suicide is purely because of personal and domestic problems and not because of administrative reasons," CISF spokesperson Virtul Singh said.