The reporter, clearly known to Keshi, shouted loudly and in an ironic tone: "Well done, Keshi, well done" - the implicit message being: you escaped this time, you will not be so lucky again.
Other journalists in the room looked embarrassed and the interview moderator asked for quiet but Keshi merely smiled, ignored the remarks and went on to discuss Sunday's next game against the tournament favourites Ivory Coast. With the kind of fortune that smiled on him and his men on Tuesday, he has every reason to believe they can win that game as well.
Two late penalties from forward Victor Moses sealed the victory just when it seemed time was running out.
"Taking on Ivory Coast is a different ball game, it is a different mentality - everything is different because it is not going to be the same as preparing against Ethiopia or the last two teams we played against," said Keshi.
"They are a very good team but we are not so bad either."
Nigeria left it late. With 10 minutes remaining of a tense match at the Royal Bafokeng Sports Palace they were heading home, denied a place in the last eight by champions Zambia as the "Chipolopolo" had a better disciplinary record than Nigeria.
Zambia and Nigeria were level on points and goals and had drawn their match against each other, so the disciplinary countback would have put the champions through. In the event, Burkina Faso went through as Group C leaders after a 0-0 draw with Zambia, while Zambia were eliminated along with Ethiopia as Nigeria took second place.
Nigeria were helped a little by Ethiopia, absent from the finals for 31 years until this tournament, who showed a lack of experience at this level by conceding two penalties in the final minutes.
Both were converted by young Chelsea forward Moses with ice-cool calm and the smiles of relief on the faces of his coach and team mates afterwards were testimony to how close Nigeria had come to the brink.
In 16 previous tournaments Nigeria had failed to advance from the group stage only three times. A fourth failure on Tuesday would have increased the pressure on Keshi, captain when Nigeria last won the title in 1994, to an intolerable level.
The man known as "Big Boss" had a meeting with his own big bosses of the Nigerian FA on Sunday and it is unlikely they would have been happy for him to stay if Nigeria had gone out.
Keshi, one of African football's more charismatic figures who has coached Mali and Togo at this tournament in the past, has ridden out the storm for now.
He made three changes for Tuesday's match, including the return of defender Efe Ambrose after suspension and the introduction of Sunday Mba, a 24-year-old midfielder who plays in the domestic league, had a fine match and was praised by Keshi afterwards.
"He had a wonderful match, he played so well and I am happy for him. We are trying to bring in young players that the older guys can direct on the field. What we are looking at is not just this Nations Cup but building a very good Nigerian team over the next five years."
Keshi left his skipper Joseph Yobo out of the starting lineup for the second successive match although Yobo said he was fit and ready to play.
Yobo was hugely upbeat after the game, but had let it be known previously he was not pleased with starting on the bench, although he did come on as a late substitute. However, he too was delighted that Nigeria had seen off Ethiopia and was also now focusing on the Ivory Coast.
"It's all about determination. Before we came to this match, we believed we were going to win.
"Now we are meeting the Ivory Coast and that is not going to be an easy thing for us but we are not scared of any team.
"People think they are the Brazil of the African world, or the Barcelona, but I personally don't think they are - and we know we can do it."