KANSAS CITY, Mo. — Thomas Schweich, the Missouri state auditor and a Republican candidate for governor, died on Thursday after apparently shooting himself at his home in suburban St. Louis, the police said.

The death stunned many in the state’s political establishment, coming about one month after Mr. Schweich, 54, had announced that he would run for governor.

The police were called to his home in Clayton, Mo., at 9:48 a.m. on Thursday, Police Chief Kevin R. Murphy said. Mr. Schweich was taken to a nearby hospital and was pronounced dead, Chief Murphy said.

“What we know at this point suggests an apparent suicide,” the chief said.

Investigators were still determining the motive, Chief Murphy said, and he would not release further details regarding where Mr. Schweich was shot or what type of weapon was used.