Narendra Khandapan, of District Voluntary Force (DVF) was staying with his in-laws in a rented house.
He fired at his father-in-law, mother-in-law, brother-in-law and two other relations from his service rifle before killing himself, Inspector General of Police Yashwant Jethwa said.
"Gunshot marks were found on the bodies of all the deceased. The motive behind the incident appears to be family dispute but the exact cause would be known after a thorough inquiry", he said.
DVF personnel are appointed by the state government and are engaged in anti-Maoist operations in Maoist-hit districts of Odisha.