In January, Arfon AM Sian Gwenllian said Caernarfon should be considered as the location.
Mr Jones said officials had been asked to look at the idea. But a Welsh Government document indicates nowhere in Gwynedd was in fact evaluated.
The organisation will now be based in Treforest, near Pontypridd.
In 2018, control of stamp duty and landfill tax will pass to the Welsh Government, which is replacing them with a land transaction tax and a landfill disposals tax to be managed by the new Welsh Revenue Authority (WRA).
According to the list of location options for the WRA, only one out of six potential sites, Llandudno Junction, was in north Wales.
There were also calls from other AMs for Porthmadog and Wrexham to be considered.
In the appraisal, Cathays Park in Cardiff rather than Treforest was the highest scoring location and Llandudno Junction was ranked bottom.
Sian Gwenllian told Newyddion 9 on S4C: "I'm troubled that one thing is said in the chamber and another thing in the evaluation..a misleading impression has been given, intentionally or unintentionally.
"The requirements [that] have been determined as the critical success factors work against north Wales and need to be changed."
Short listed locations were evaluated on their ability to attract and retain skilled staff, how near they were to "stakeholders" and taxpayers.
A Welsh Government spokesman said: "As the cabinet secretary's statement said, there were many suggestions put forward for the location of the headquarters of the Welsh Revenue Authority.
"All these suggestions were considered as part of the process of determining where the WRA and its staff will be based.
"The WRA will be a relatively small organisation - while its headquarters will be physically located in Treforest; staff will be based in north Wales to work face-to-face with taxpayers and their agents."
The 2017 Wales Act also devolves some power to vary the rates of income tax at a date yet to be confirmed.
Assembly members were "misled" by First Minister Carwyn Jones over the location of the new Welsh tax collecting body, a Plaid Cymru AM has claimed.