The goalkeeper pulled off some fine saves to keep Les Bleus at bay but made a fatal error with 11 minutes left, failing to clear a corner which allowed Paul Pogba to put Didier Deschamps's men into the lead.
Joseph Yobo, on his 100th cap, scored an own goal in the last minute as the Super Eagles failed in their goal to reach the World Cup quarter-finals for the first time in their history.
Keshi admitted that Enyeama's error had handed the game to France and hinted that some of his players had taken their eye off the ball.
"Enyeama had to make a decision and I don't know why he went for it like that," he told reporters. "It's his call and it cost us. It was a big moment.
"I don't know why African teams don't go further. If I were out there on the pitch, I would never want to go home. Probably some of the players are not focused enough. We will have to review this."
Keshi also admitted that recent behind-the-scenes protests over Nigeria's World Cup bonuses had been down to "cultural issues", with fellow African nations Ghana and Cameroon also seeing their players go head-to-head with football associations over post-tournament pay-outs.