The club initially posted news of the Super Eagles squad on Twitter and one of Nigeria president Muhammadu Buhari's personal assistants thanked Roma.
In response the Italian club posted: "Good luck to the squad at the @FIFAWorldCup in Russia.
"Italy won't be there, so #ASRoma will be supporting our own players and the #SuperEagles - #ForzaSuperEagles."
The Italian side have two Nigerians on their books, Nura Abdullahi and Umar Sadiq - neither of whom have been included in the Super Eagles' preliminary World Cup squad.
Abdullahi spent last season on loan at Italian rivals Perugia while Sadiq was at Dutch side NAC Breda.
Egypt may well be disappointed not to get Roma's backing given that the Pharaohs' key striker Mohamed Salah spent two seasons at the club.
Nigeria have been drawn in Group D at the World Cup and will play Argentina, Iceland and Croatia.