Reports from Madagascar said Anichebe picked up an injury towards the end of the game, possibly to his groin.
Nigeria manager Samson Siasia said: "It is very sad for him, He was huge for us today. he did all the right things, played well and unfortunately, had to come off in the last three minutes with an injury. But that's football.
"It's very unfortunate, but I hope he gets well soon so he can continue to feature for his club. That pitch was not very good and we are lucky our players did not get serious injuries.
"Hopefully, Anichebe will be fine after getting some medical attention. Our thoughts will be with him."