EXCLUSIVE

"MasterChef" finalist Josh Marks has been found dead in a Chicago alleyway -- just a few months after his infamous run-in with University of Chicago police -- and officials believe he committed suicide.

A rep for the Chicago PD says they received a call from a woman screaming for help Friday evening ... and after arriving to the alley found a 26-year old male with a gunshot wound to the head.

Multiple sources involved with the investigation tell us the victim is Josh Marks.

We're told officers also recovered a nearby weapon ... and they're still on-scene investigating.

You'll recall, 26-year-old 7-foot-2 Marks was arrested by U. of Chicago cops in July after allegedly punching an officer and trying to grab his gun. Three officers tried to subdue Marks with batons and pepper spray, but he broke free and took off running.

It eventually took 5 officers to chase him down and handcuff him. Once in custody, cops claim Marks blamed Gordon Ramsay for his outburst, claiming the celeb chef had possessed him and turned him into God. There was no evidence of drug use.

Months before the arrest, Marks released a video for the "Make a Sound Project" -- an organization dedicated to helping people struggling with suicidal thoughts -- revealing he suffered from bipolar disorder.

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Police believe Marks was in a manic state during the U. Chicago incident.