The officer was met by agents from Homeland Security Investigations at Kennedy Airport on Monday night, informing him of the probe as he returned to the country from Italy.
He handed over his four guns to the agents and was placed on modified duty by the NYPD.
The officer was discovered dead in his West Islip home early the next morning.
He appears to have used one of the other guns at his house to kill himself, according to officials.
No federal charges had been filed against the officer in the probe.
Suffolk County police said the death was a "non-criminal" investigation and declined to comment.
If you are experiencing suicidal, substance use or other mental health crises please call or text the new three-digit code at 988. You will reach a trained crisis counselor for free, 24 hours a day, seven days a week. You can also go to 988lifeline.org.
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