WJAC-TV (http://bit.ly/KPU2fH) reports the 57-year-old man drove to the DuBois barracks on Thursday morning.
Police say the man parked a few spaces from the front door and fatally shot himself.
Trooper Jamie Levier says investigators don't yet know why the man from Reynoldsville took his own life. They also don't know why he chose the barracks parking lot.
The station is in Falls Creek, Jefferson County, about 55 miles northwest of State College.
Information from: WJAC-TV, http://www.wjactv.com