According to police, Monica Choudhary's body was found hanging from a ceiling fan at her suburban home Friday afternoon.
Monica, 46, was Chitra's daughter from her first marriage before she married famous ghazal singer Jagjit Singh.
Deputy Commissioner of Police N. Kaushik said: "As per our preliminary investigations, she had a troubled life and was in a state of depression."
A few years ago, Jagjit and Chitra Singh's son was killed in a road accident.
Kaushik said that Monica's husband, and Jagjit and Chitra Singh are currently abroad.