The Super Falcons knew a point will hand automatic passage to the Round of 16 but Wendie Renard's 79th-minute penalty left their hopes hanging by a thread.
The 59-year-old coach was disappointed by a costly VAR decision during Renard's penalty goal.
From the replay, it was decided that keeper Chiamaka Nnadozie moved off her line when Renard hit the bar from her first penalty. Thanks to the VAR, she then converted her second attempt.
"My [Nigeria] players are the heroes," Dennerby told the media.
"I am disappointed with the result. France is a really good team and does not need support from anybody to win games.
"I feel so sorry because the girls were fighting so well and followed the match plan but it's getting destroyed by people. Of course, we are not happy."
With three points from three games, Dennerby will hope for favourable results from the other groups' final ties to earn their passage to the Last 16.