Caroline Starmer said on Facebook the security guard at the Leicester store told her if she wanted her daughter "I was to come and get her".
She said it was a "horrific experience" which has left her confidence "shot".
Primark said it has seen no evidence that Ms Starmer was approached.
The company said it had investigated the customer's claim and reviewed CCTV footage from the time in question.
It also said it had spoken to the security guards on duty, who "deny behaving in the way alleged" and who did not fit the description given by the customer.
It concluded "that the customer's allegation is not supported by the available evidence to date".
Ms Starmer wrote on the breastfeeding campaign Free to Feed's page that she fed her nine-month-old daughter in "a quiet spot" in the shop after she started crying.
After five minutes, she said, the security guard approached her and asked her to leave.
"I stood my ground and stated my rights, that I can legally feed where I want," she wrote.
"Just for the security officer to physically remove my daughter from my breast and walk down the store with her, saying if I wanted my daughter, then I was to come and get her."
In other posts she wrote she was in "complete shock" and she has been left "a right mess" by the incident.
The Free to Feed group posted: "This is absolutely disgusting. Primark sort it out!! This woman deserves more than a public apology! I actually feel sick with rage."
Leicestershire Police said they have spoken to Ms Starmer and "arrangements are being made to take further statements in relation to the incident".
Primark said on Twitter it "welcomes" breastfeeding mothers in store and is investigating "as a matter of urgency".
Source: Equality Act 2010
Claims a Primark security guard removed a woman's baby while she was breastfeeding and ordered her to leave the store are being investigated by police.