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FIFA declined to comment further on Wednesday and only said it had received the complaint against Keshi, who led Nigeria to this year's African Cup of Nations title in South Africa.
Malawi coach Tom Saintfiet said the Football Association of Malawi reported Keshi for comments apparently made on an African TV show, where Keshi said Saintfiet was "crazy" and "mad" for suggesting the southern Nigerian city of Calabar was unsafe for a World Cup qualifier between the countries next month.
Keshi went on to say the Belgian "is not an African person, he is a white dude. He should go back to Belgium."
Saintfiet said that if FIFA is serious about tackling racism in football, it has to "take it seriously in both directions."
FIFA toughened its punishments for racism at its recent annual conference in Mauritius in May after incidents in England and Italy where black players were targeted, but a white coach accusing a black coach of racism is rare.
"If a European said something of this nature about an African, you would have a huge problem. I am against racism in all directions," Saintfiet told the BBC.
The Nigeria Football Federation did not immediately respond to requests for comment.
