"Nikhil shot himself in the head using his personal firearm. He was rushed to a hospital in Jalgaon, where he was declared dead," Superintendent of Police, Jalgaon (rural) S Jaikumar told PTI over phone.
He was 37, and is survived by wife, a son and a daughter.
The reason behind the act was not known immediately.
According to local BJP sources, the incident took place at around 4.30 pm. He was taken to Godavari Hospital, but was declared dead after admission.
Nikhil, who was BJP's nominee for the Legislative Council from Jalgaon local self-government constituency, had lost the election in 2010 despite BJP and ally Shiv Sena having adequate numbers.