The allegation is in a federal report obtained Thursday by The Associated Press.
The state says the male jaguar known as "Macho B" was unexpectedly caught in February in a snare trap. Officials attached a tracking collar and released him.
Two weeks later, researchers tracking the cat found he was acting abnormally and recaptured him. Veterinarians found that Macho B was in renal failure, determined the condition was irreversible and euthanized him.
The report says there is evidence the first capture was probably intentional and violated the Endangered Species Act. The Game and Fish Department said Thursday it didn't direct any employee or contractor to capture a jaguar. It says it's cooperating with the investigation and conducting an internal probe.