The 23-year-old woman was found unharmed, Nye County Sheriff Tony DeMeo said. Her name wasn't immediately made public.
The Clark County coroner identified the dead man as Ferdinand Lariosa of Las Vegas.
Las Vegas police Officer Jose Hernandez said the incident began a little after 10 p.m. Saturday, after the woman went to retrieve personal items from Lariosa's home on Baltimore Avenue near the Stratosphere hotel-casino.
DeMeo said Lariosa pointed a .40-caliber pistol at another person and fired at least one shot in the air before forcing the woman to drive the two of them about 60 miles west to Pahrump.
Nye County sheriff's deputies located the woman's black Kia sedan early Sunday at the Best Western hotel, where DeMeo said Lariosa propped items against the door of the hotel room and shot himself once in the head as sheriff's SWAT officers entered.
Guests were evacuated from nearby rooms while sheriff's negotiators tried to contact Lariosa by personal and hotel telephones, DeMeo said.
"We always prefer to protect the hostage and take the suspect into custody," DeMeo said. "But the most important thing was for the hostage to be safe."