In a series of tweets, Mr Mallya also alleged a "witch-hunt" by the media.
I am an international businessman. I travel to and from India frequently. I did not flee from India and neither am I an absconder. Rubbish.- Vijay Mallya (@TheVijayMallya) March 10, 2016
The 60-year-old industrialist reacted to reports that he left the country despite a warning or look-out notice to airports to stop him from flying abroad. It has emerged that the CBI had changed the nature of the lookout notice to "providing information about his travel plans".
As an Indian MP I fully respect and will comply with the law of the land. Our judicial system is sound and respected. But no trial by media.- Vijay Mallya (@TheVijayMallya) March 10, 2016
A group of 17 banks owed enormous debt by Mr Mallya's grounded Kingfisher Airlines had asked the Supreme Court to stop him from leaving the country but the government told the court that he had left on March 2.
Mr Mallya, dubbed the "king of good times" over his extravagant lifestyle and larger-than-life persona, was granted huge loans by many state-run banks without adequate security for his Kingfisher Airlines even though it was clear the company was collapsing.
His departure, possibly to the UK, in the middle of attempts to recover the unpaid debts caused a row in Parliament yesterday, with the Congress charging the government with being a party in his "escape".