TFS 2017 and later versions no longer support native integration with Office Project Server. If you're working with an on-premises TFS 2015 or TFS 2013, see Synchronize TFS with Project Server.
If you are on a prior version of Team Foundation Server with the native integration installed and configured, the native integration will no longer work once you upgrade to TFS 2017 or later version.
For more information on why we no longer support this integration, please read this blog post, Microsoft discontinuing Project Server/TFS Integration. Partner to provide solution.
Synchronization support for TFS 2017 and Project Server
If you are on TFS 2017 and want to have an integration with Microsoft Project Server, Tivitie is a partner who provides this solution:
You can find more information at: www.tivitie.com/projectconnect.
You can also find Tivitie in the Visual Studio Team Services Marketplace.
Remove TFS-Project Server integration for a TFS instance upgraded to TFS 2017
When you upgrade TFS 2015 or earlier version which has the native TFS-Project Server integration configured, remnants of the integration remain. You may choose to ignore them, or you can remove them to avoid receiving error messages. See Remove integration of TFS with Project Server.