Speaking after the game, Dzeko struggled to hide his disappointment and called for the referee to be sent home, claiming that he was the reason why his side lost.
"We are going home, we are sad because of that but the referee should go home too, because he changed the result, he changed the game, and that's why we lost," Dzeko told reporters. "We tried to come back after the goal where there was obviously a foul on our captain and before when I scored a goal it was not offside.
"We fight until the end, but we didn't have our luck today. In the first game we did everything, and Argentina beat us, but today we should have won this game.
"Nigeria played good as well, but the referee was shameful for this competition."
Bosnia-Herzegovina face Iran in their last game of the tournament.