McCloskey was staying with his friend Brouch and at some point Saturday the men began drinking and posing for photos with a revolver belonging to Brouch, Anchorage Police said.
The men eventually wound up playing a game of Russian roulette that resulted in McCloskey shooting himself in the stomach just after 2 a.m., according to police.
Breaking news and the stories that matter to your neighborhood.
After completing two tours of duty in Iraq, McCloskey was on active duty working as a construction engineer with the 84th Engineer Company, sixth Engineer Battalion, and third Maneuver Enhancement Brigade in Alaska since March 2010, according to the Army.
His fellow soldier, Brouch, was charged with second-degree murder because he allegedly provided the gun, said police.
The death is the first homicide investigated in Anchorage this year, police said.
Fan, follow and download: Get the latest from NBCPhiladelphia.com anytime, anywhere. Follow us on Twitter, Facebook and NBC Philadelphia. Sign up for our breaking news newsletter. And, get breaking news delivered right to your mobile phone -- just text PHIBREAKING to 639710 to sign up. (Message and data rates may apply.)