"She had been depressed for some time due to personal issues, but was keen on returning to acting soon," the Indian news network quoted a source close to the actress as saying. "She was also meeting filmmakers regarding projects."
The 25-year-old actress was raised in England and moved to Mumbai recently with her mother, Rabiya, TNN said.
Police sources told TNN her body was found about 11 p.m. and was taken to a hospital for autopsy.
No suicide note was found, the sources said.
Khan made her Hindi film debut in 2007 opposite Amitabh Bachchan in "Nishabd." She also appeared in "Ghajini" and "Housefull."