The Africa Cup of Nations champions failed to make their possession count as they came up against a disciplined Iranian defence, with the match ending goalless.
And Keshi believes his players were not in the right frame of mind as their hopes of reaching the second round were dealt a significant blow.
"The boys were too nervous and unsettled," he told Optima Live. "You don't do that at this stage.
"It happens in football. We really didn't perform as expected but we have to move on.
"I wanted a win but must take a draw. We must do better to get a win against Bosnia."
Nigeria face Bosnia and Herzegovina in their next Group F fixture on Saturday.
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