Thackeray was speaking to reporters on sidelines of a meet at 'Shiv Sena Bhawan' here, primarily called to discuss its alliance strategy in KDMC.
Sena MPs, MLAs and party's office bearers were present at the meeting chaired by the Sena chief.
"If the BJP wants to have its Mayor in the KDMC, it means that they are not interested in an alliance with us. If that is the case, we will tread our own way and they can theirs. People have voted us as the single largest party and I am thankful to them for doing so," Thackeray said.
Shiv Sena had yesterday emerged as the single largest party in KDMC bagging 52 seats, but fell short of majority in the 122-member body.
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The BJP improved its tally by winning 42 seats from the previous nine while Raj Thackeray-led MNS bagged nine seats.
Earlier in the day, the Sena in its editorial in party mouthpiece 'Saamna' had extended an olive branch to the BJP by saying whatever happens during polls is temporary and one should let bygones be bygones.
"Our core committee will decide whether we have to ally with the Shiv Sena (rpt) Shiv Sena or with the MNS. The Sena can do what it wishes to," Danve said.
Meanwhile, Thackeray also said the work done by party ministers and MLAs in the last one year was also discussed in the meet and added that MLAs have complaints of work not being done at the ground level.
"Diwali has arrived now but prices of pulses have still not gone down. We have given a letter to the (Maharashtra) Chief Minister (Devendra Fadnavis), conveying our apprehensions," he said.