Mr Jadhav, a retired navy officer, was arrested last year and accused by Pakistan of spying and subversive activities in Balochistan. India says he was kidnapped in Iran, where he ran a small business.
In parliament earlier this week, Home Minister Rajnath Singh said India would do "whatever it takes" to bring Mr Jadhav back.
"We are pursuing our options. There is a national sentiment on this issue, there is a national concern. We are engaged in achieving this objective to bring Kulbhushan back," said Mr Baglay, declining to specify.
He added, "Jadhav is a kidnapped innocent Indian, who is a retired officer of the Indian navy and these two facts were communicated to Pakistan more than a year ago."
Asked whether the Indian government believed that the civilian government in Pakistan was on board with its military court's decision, the foreign ministry hinted that it believed Nawaz Sharif wasn't entirely in the know.
The MEA spokesman said: "I won't comment on internal dynamics of Pakistan. But only a few months ago they said there was inconclusive evidence against Jadhav. They asked us for help in the investigation as pre-condition for consular access. Then suddenly this verdict came. We leave you to draw your own conclusions."
New Delhi has alleged that Pakistan ignored 13 requests for consular access to Mr Jadhav.
In December 2016, Pakistan's foreign affairs advisor Sartaj Aziz had told the senate that the evidence against Mr Jadhav was not conclusive.