One of African football's best-known figures, the ex-Super Eagles captain is one of only two men to win the Africa Cup of Nations as a player and a coach.
NFF president Amaju Pinnick: "This is devastating. We have lost a superhero."
Keshi, who is reported to have suffered a heart attack by local media. also managed Togo and Mali, while his playing career included a spell with Belgian club side Anderlecht.
Sunday Oliseh, a former team-mate and Keshi's successor as Nigeria coach, tweeted his shock at the "horrible news" and called Keshi "an iconic hero".
