He also said he will not support the BJP government and would remain neutral.
"I came to know about it today and that is why I have come here to clarify that. Our party in charge M P Ashok Siddharth told me to abstain from voting, keep neutral and don`t support any party. That was the instruction given to me and accordingly, I got myself absent," he told ANI reacting to his expulsion from the party on Wednesday.
To a question on BSP supremo Mayawati expelling him from the party for not supporting the coalition government, Mahesh said, "I don`t know that and today only I came to know about it."
"I have not violated any discipline or Behenji`s (Mayawati`s) order," he said.
"I have not violated anything. According to directions of the high command I got myself absent, keeping neutral." he added.
When asked whether he was surprised by the expulsion, Mahesh said, "It is surprising for me as I have not violated anything."
To a question, did you speak to Mayawati? he said, "No Today I came back. I was away from Bengaluru for nearly one week. I was in my constituency. So today morning I came to know that I am expelled."
"It may be a miscommunication. I have got all justice from my party. I will stay in BSP today and tomorrow," he added.
"I will not support the BJP. Let them form the government, I will keep neutral," he said when asked whether he will support the BJP to form the government in the state.
Yesterday, BSP had expelled Mahesh for abstaining from voting on the trust motion, despite being directed by the party high command to vote in favour of the Congress-JD(S) coalition.
"Despite directions from party high command to vote in favour of HD Kumaraswamy, BSP MLA N Mahesh did not attend the trust vote and violated directions, which is an act of indiscipline. Party has taken this seriously and expelled him with immediate effect," BSP supremo Mayawati tweeted.
Mahesh was not present in the Assembly during the trust vote, which was moved by Kumaraswamy.
The 14-month-old Congress JD(S) coalition government in Karnataka fell on Tuesday after it was defeated on the floor of the Karnataka Assembly with about 20 MLAs of the ruling coalition defying their party whips and absenting from voting on the confidence motion.
The coalition got 99 votes as against 105 of the opposition.
Ahead of the trust vote, Mayawati had on Sunday directed Mahesh to vote in support of the coalition.
N Mahesh also said he will not support the BJP government and would remain neutral