Woking coroner's court was told Mr Mason had been left a physical and emotional wreck after the alleged bullying campaign at the investment bank Schroders and was being treated at the East Surrey Hospital in Redhill. He was admitted to the hospital after twice attempting to kill himself.
Mr Mason probably sneaked the pistol on to the ward in the waistband of his trousers after being allowed home for a short visit in May.
In a suicide note, the father-of-two said he had bought the gun on the black market and had hidden it under floorboards at his home in Whyteleafe, Surrey, so that his wife, Denise, would not find it.
Mrs Mason told the hearing that her husband had begun to develop problems after starting work at Schroders in June last year. She said: "He went from being extremely popular and a well-liked employee to being a subject of a bullying campaign."
She described how he developed aches and pains, which left him off sick from his new job for most of this year. He was later diagnosed with hypochondrial depression.
Recording a verdict of suicide, the Surrey coroner, Michael Burgess, said Mr Mason's job had subjected him to some sort of pressure or bullying. "As a result he suffered stress from this and it caused him some difficulty. He started a new job in April this year but the pressures were such that he tried to take his own life."
Schroders said last night it was "very surprised" by the bullying allegation. Brian Wood, the head of public relations, said: "We had no idea, warning, inclination or suggestion of these accusations of bullying on our part."Reuse content