A spokesperson of the Anil Ambani group, when contacted, said the group has no project in Yavatmal district.
A district official in Yavatmal also said the site of the proposed project by the Ambani group is far away from the area where the tigress was shot.
There is no connection between the project and the decision to kill the animal, the official said.
The tigress, which was believed to have turned a man-eater and killed 13 people in the district's Pandharkawda area in the last two years, was shot dead by a marksman hired by the government last Friday.
"I have learnt that Avni was killed to save Anil Ambani's project. The government has sold its conscience to Ambani," Thackeray told reporters here.
"I feel sad about the deaths of people (killed by the tigress). But it happens across the world. When people encroach on forest land and in the periphery of habitats of wild animals, they attack humans," he said.
"There was no need to kill the tigress. She could have been tranquilised. (Forest Minister Sudhir) Mungantiwar is making reckless statements which can cost him his cabinet berth," Thackeray said.
The killing of the tigress, officially known as T1, led to an outrage among animal lovers and wildlife organisation. Union minister Maneka Gandhi had lashed out at the Maharashtra government calling it a "ghastly murder".
A source in the Shiv Sena, a BJP ally, claimed that party president Uddhav Thackeray had asked Sena ministers to raise the issue in the next cabinet meeting.
Sena mouthpiece Saamana had slammed the government over the killing earlier this week.
The tigress was killed on November 2 by Asgar Ali, son of famous sharp-shooter Nawab Shafat Ali, in Borati forest in Yavatmal district.
She left behind two ten-month-old cubs.