If the use of telekinesis is as expensive as performing the physical task, it would have limited benefit in a hunting scenario. One needs to consider that at the most basic level, a predator needs to gain more energy from its kill than it expended to thrive. A combination of TK with physical method would likely offer the best result in a hunt (as mentioned by @kingledion, among others).
If your creatures live within social groups, then group hunting would likely improve the energy expense vs. gain ratio, and TK might not be suited to this kind of activity. The hunters have not yet figured out how to combine their abilities to greater effect. More likely, certain hunters might be assigned specific TK or non-TK tasks, based on their areas of expertise.
It is also likely that there will be hunters with stronger physical abilities, and those with stronger TK abilities. If this trait is still evolving, then the more desirable/successful of these would be the ones more likely to mate successfully, with the absolute winners being those who manage to be strong in both areas.
Another possible scenario might be to separate the TKs and non-TKs in some way but make them completely interdependent in some way. For example, the males of the species are physical, while the females have the TK, with the TK being largely developed as a method of protecting themselves and their young while the males are away. Or vice versa - the females are the strong physical protectors, while the males are the wily TK-hunters (or any combination thereof. I wouldn't exclude the possibility of more than two genders, for example).
Since your creatures are more intelligent than humans, are they also more civilized/technological? A greater dependence on and use of tools would probably mean the gradual loss of their natural hunting tools (humans being a good example of this). If they shun technology, then why?
Alternatively, the species might be recently "uplifted" (to borrow a phrase from David Brin). They were a somewhat intelligent, but primitive hunter-gatherer species who were modified by mysterious super-beings for reasons known or unknown. While the higher intelligence and TK might be newly developed in the species (a generation or two or ten), the cultural norm is still to hunt with tooth and claw "because that's how it has always been done".