In a statement updated on the Alberta Justice blog, Denis said he is not an expert on how the situation should have been handled but wants a full review of the matter.
Wildlife officers shot and killed the cougar on Thursday after it wandered onto the South Health Campus and was spotted lying in tall grass.
Alberta Fish and Wildlife officials say they have received numerous complaints about the decision to kill the animal instead of tranquilizing it.
Despite the public outcry, officials say the cougar's heightened adrenaline at the time would likely have cancelled out the effects of the tranquilizer and increased the cat's agitation.
Alberta Justice's statement said wildlife officers made the choice to kill the cougar because it was right next to the hospital entrance, which could have posed a risk if it escaped.
But witnesses said the cougar was just sleeping in the grass and wildlife officers could have tried to corral it.
Denis said he will make the results of the review available to the public unless there are "privacy or enforcement-related considerations."
The statement said the purpose of the review will be "to ensure proper procedure and protocol was followed."