An independent Rugby Football League tribunal ruled on charges brought in April, and an independent body upheld the verdict on Thursday.
Koukash told BBC Radio Manchester: "You start questioning 'is the sport with this governing body worth keeping my involvement in it and keep investing like I have been doing?'"
Independent body Sports Resolutions also upheld Salford's fine of £5,000 for "seeking to avoid declaring payments" to one player and "non declaration of benefits" to two others.
"I have no doubt whatsoever the RFL are out to get Salford at every opportunity as long as I'm involved in the club, and the six-point deduction is very harsh," continued Koukash.
"It's as harsh as it was a couple of years ago when they deducted a couple of points from the club for fielding 14 players.
"When we saw it a few weeks ago, Widnes did it twice and they got a fine, so we can see that they have been targeting Salford for quite a while.
"That's probably due to the fact that I'm outspoken against them and they see me as a person who is not welcome in the sport. If that's the case then maybe I shouldn't be in the sport."
After the Red Devils were initially charged in March, Koukash had promised "all-out war" if his club were punished by the RFL.
In 2013, Salford were fined £5,000 and deducted two points for fielding 14 men during their 34-30 win over Castleford, while Widnes beat Hull FC 46-6 earlier this season when had an extra man on the field.
When asked for a response to Koukash's comments, the RFL responded with the same statement released after Salford's appeal was rejected.
"The independent body Sports Resolutions upheld the decision by an independent RFL tribunal to find Salford Red Devils guilty of breaching the salary cap in the 2014 and 2015 season," said the statement.
"The tribunal found Salford guilty of the following:
One of the main points of the appeal was that the independent tribunal found Salford guilty on undeclared payments which Koukash conceded were not registered.
Wigan were the last club to be found in breach of the salary cap in 2007 and they were docked four points, compared to Salford's six.
"What we couldn't get away from was yes, there were three undeclared payments dating back in 2013 and 2014, two of them for [helping the players pay] rent," added Koukash.
"They could be argued due to admin or mismanagement - that's why we are getting the six points deduction, for breaking operational rules and not the salary cap itself.
"If you add the three undeclared payments to our spend we do not go over the salary cap. I think it is unfair. Yes, we did not declare the payments, but is it a six-point deduction? No, it is not."

Vehicle tyre deflation rounds were used to immobilise two vehicles during the arrest of five men on 12 February.
The Police Investigation and Review Commissioner (PIRC) said two vehicles were damaged during the incident, but no members of the public were injured.
A report will be submitted to the Deputy Chief Constable.
Five men subsequently appeared at Forfar Sheriff Court on 15 February in connection with the theft of an ATM in Carnoustie.
The men, who are all from the Birmingham and Liverpool areas, are alleged to have stolen a car from an address in Arbroath, broken into the Co-op store in Carnoustie's Barry Street and stolen an ATM.
It is also alleged that one of the men drove a stolen car with false licence plates and repeatedly reversed into another car at the Westway Retail Park in Arbroath while police were standing behind the vehicle.
All five men were remanded in custody and the case was continued for further examination.
Salford Red Devils owner Marwan Koukash is considering his future involvement in rugby league after losing their appeal against a six-point deduction for breaching salary cap regulations.
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Scotland's police watchdog is investigating officers' use of firearms during an operation outside a McDonald's restaurant in Arbroath.