Police found the 45-year-old comedian alive but gravely injured in a West Hollywood home when they responded to a call Saturday morning from Jeni's girlfriend, Los Angeles Police Officer Norma Eisenman said.
Eisenman said the caller told police: "My boyfriend shot himself in the face."
Jeni died at a nearby hospital.
Eisenman said suicide had not been officially confirmed and the investigation was continuing. An autopsy on Jeni would be done Monday, said Lt. Fred Corral from the investigation division of the coroner's office.
Jeni regularly toured the country with a standup act and had starred in several HBO comedy specials, most recently "A Big Steaming Pile of Me" during the 2005-06 season.
Another HBO special, "Platypus Man," won a Cable ACE award for best standup comedy special, and formed the basis for his UPN sitcom of the same name, which ran for one season.
Jeni's movie credits included "The Mask," in which he played Jim Carrey's best friend, "The Aristocrats," "National Lampoon's Dad's Week Off," and "An Alan Smithee Film: Burn, Hollywood, Burn."
He had guest appearances in the TV shows "Everybody Hates Chris," "Married: With Children," and updated versions of the game shows "Hollywood Squares" and "Match Game."
Frazer Smith, standup comedian who often opened for Jeni and the emcee at the Ice House, where Jeni often performed, said young comedians looked up to him.
"He was probably one of the best standup comedians in the last 50 years," said Smith. "He had tons and tons of material. He was looked up to by all the young comedians, a total pro."
The Brooklyn-born comic first received national attention in 1990 with the Showtime special "Richard Jeni: Boy From New York City." Two years later, his "Crazy From the Heat" special attracted the highest ratings in Showtime's history.
Jeni became a frequent guest on "The Tonight Show" during Johnny Carson's reign and continued to appear after Jay Leno took over as host.
He also wrote comic material for the 2005 Academy Awards, which was hosted by his friend Chris Rock.