Keshi was believed to have quit his role with the Super Eagles in the aftermath to the 2-0 defeat to Les Bleus in the last-16 stage yesterday.
The news was thought to be official once Nigeria's official Twitter account retweeted a story about the 52-year-old's resignation, but the governing body has now denied that the coach has called time on his spell.
"Coach Keshi has not submitted an official resignation letter," a spokesman for the NFF told Goal.com. "He was not employed in the mixed zone [after the France game] or on Facebook."
Nigeria captain Joseph Yobo did announce his retirement from international duty following the elimination, bringing to an end his 13-year career for the national team.