The guard shot himself in the head with his service revolver at about 3 p.m. in a locker room at the Hirshhorn Museum and Sculpture Garden, Washington TV station WJLA reported.
No one from the public witnessed the shooting, and no one else was injured, according to The Associated Press.
The guard has not been identified.
Law enforcement was at the scene and investigating the incident, Smithsonian officials said on their blog.
The Hirshhorn is the Smithsonian's modern art museum. It was established by an Act of Congress in 1966 and opened in 1974