"We have nothing to do with it. Ye unka mamla hai. Hume kya karna hai? (It's their matter. What do we have to do with it?)," he told reporters here.
Shinde was replying to a question over the Andhra Pradesh government's request to the Home Ministry to help it vacate the premises where Naidu is on dharna.
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The former Andhra Pradesh Chief Minister began his indefinite fast on Monday to protest against the split of Andhra Pradesh, accusing Congress of playing politics in view of the Lok Sabha polls.
Resident Commissioner of Andhra Pradesh Shashank Goel has served a notice to the TDP chief stating that the hunger strike is "unauthorised" as permission was granted only for a press meet at the venue.
Goel has also requested the Union Home Secretary to get the premises vacate through Delhi Police.
In a letter, Goel requested Union Home Secretary Anil Goswami to ask Delhi Police to take necessary action to deploy additional forces to remove the "unauthorised" dharna by Naidu in AP Bhavan premises and to prevent gathering of crowd.
Delhi Police comes directly under the control of Union Home Ministry.
Naidu, whose fast entered the third day today, however, remained defiant.
"I am a resident of Andhra Pradesh and this great country, who has the right to protest. I will continue my hunger fast, wherever you put me," Naidu said. "I am not bothered about my health or life. But Congress would be responsible, if anything happens," he said.
Meanwhile, TDP Parliamentary Party leader Nama Nageswara Rao alleged that officials were imposing restrictions on serving food to people visiting AP Bhavan to meet the fasting leader.