The Sena has so far been a difficult BJP ally, taking the ruling BJP to task both in Maharashtra and at the Centre.
The last general and Maharashtra assembly elections were held in 2014. Which means they should be going to the polls again in 2019.
Maharashtra Chief Minister Devendra Fadnavis, who is currently in Davos, reacted to the announcements saying "let's wait, they have been saying many things".
He added that his government would "complete its term".
#WATCH 'Lets wait, they have been saying many things, as of now we are in alliance in the Govt and this Govt will complete its term' says Maharashtra CM Devendra Fadnavis in #Davos on Shiv Sena going alone in 2019 pic.twitter.com/JEPm6Wcy5g