The striker was included in Nigeria's 28-man squad after impressing for Watford, with his goal in the 4-1 loss to West Ham on Tuesday taking him to eight for the season in the Premier League.
However, after the game, Watford manager Claudio Ranieri said his club had an issue with the timing of Dennis' selection because it came outside a prearranged window.
``I'm not so sure I will miss him now, I don't know if he goes,'' Ranieri said about Dennis. ``Let's think about it this week and then I will tell you.
``The national team has a time to send their pre-call,`` he added. ``They don't respect the days and I want to see very well. I know the email arrived late and I want to know everything . if they don't send the pre-call, we can choose.''
Nigeria is in Group D with Egypt, Sudan and Guinea-Bissau. Its first game is against Egypt on Jan. 11.
Dennis is among the players to have been granted permission to delay joining up with their national teams ahead of the tournament so they could play for their clubs over the festive period.
Dennis is available to play against Tottenham on Saturday before linking up with Nigeria. He will miss at least two league games _ against Newcastle and Norwich _ as Watford battles against relegation, as well as the Jan. 8 game at Leicester in the FA Cup.
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