In a statement, the federation described the ruling as unfair, unprecedented and unacceptable, saying it undermines the credibility of African football.
The decision followed an appeal by the Fédération Royale Marocaine de Football over the final match of the Africa Cup of Nations 2025.
CAF had ruled that Senegal breached competition regulations and awarded the match 3–0 in favour of Morocco.
Reacting, the Senegalese federation said it will challenge the decision at the Court of Arbitration for Sport in Lausanne.
The body says it is seeking to defend its rights and protect the integrity of Senegalese football.
It added that it remains committed to sporting justice and will keep the public informed on further developments.