Avinash Shete, a resident of Nevase in Ahmednagar district, was apparently upset over failing to clear the Maharashtra Public Service Commission (MPSC) examination.
He poured kerosene on himself in front of a gate of the Mantralaya following which he was detained, he said.
Mr Shete had taken the MPSC examination in 2013 for the post of an assistant in the agriculture department but failed to clear the test, he said.
This morning, Mr Shete again came to the secretariat and poured kerosene on himself outside the Garden Gate around 11.30 am. However, the police caught hold of him before he could immolate himself, he said.
The police recovered a can of kerosene and a matchbox from him, he added.