"My fight is against corruption. I will continue with it," Azad said.
His assertion came after BJP general secretary Ramlal called him earlier in the day for a meeting, apparently to persuade him against attacking Jaitley at a time when the party has rallied around him to fend off the opposition attack on him over alleged corruption in DDCA.
Azad told PTI that he will hold a press conference on Sunday to highlight "corruption" in DDCA.
Both AAP and Congress have demanded Jaitley's resignation with the former stepping up its attack on him following a CBI raid on Delhi Chief Minister Arvind Kejriwal's Principal Secretary Rajendra Kumar's office on Tuesday.
Azad has been a long critic of Jaitley's stewardship of DDCA, alleging financial irregularities during his term.