The commando, Jitendra Yadav, was a native of Uttar Pradesh. He was an ASI of Border Security Force, police said.
"He was on deputation for five years in the National Security Guard (NSG) and was deployed at Manesar camp from the last couple of years," a senior police officer said. The police had received information about the shootout at flat number 42 of NSG camp.
"The police team found all the three family members lying on the floor. It appears that Jitendra shot his wife Gudan and sister-in-law Khusboo over a quarrel, and then shot himself on his temple with an automatic service pistol," the police officer said.
The incident is being investigated, police added.