Senior police officer Bani Yamin said Kamran Faisal was found hanged from a ceiling fan in his room at a government dormitory.
Mr Yamin said police are investigating whether Mr Faisal killed himself.
Mr Faisal's death came days after the Supreme Court ordered the arrest of Prime Minister Raja Pervaiz Ashraf and 15 others in connection with an old corruption case the officer was investigating.
The prime minister was implicated in the case when he was minister of water and power. At the time, he oversaw the import of short-term power stations which cost the government millions of dollars but produced little energy.