Acting on a call from neighbours, police broke open the door of the flat of Moumita Saha, 23, and found her hanging from the ceiling of a room of the flat, which she had rented for the last couple of months, they said.
A suicide note was recovered from the flat where the actress was staying alone.
"The house owner informed us today after the door of the flat was not opened since last afternoon," they said.
A probe has been initiated into the death of the actress, who police said could be under "severe depression".
"We have gone through her social networking site where her last post appeared to be written out of depression. We are going through her mobile call list," they said.