Ighalo has been singled out for missing what fans believe was a clear goal opportunity that would have kept Nigeria's World Cup hopes alive in Tuesday's game against Argentina.
Since their defeat, the striker has faced a barrage of insults -- including threats of violence -- online.
Ighalo took to social media Thursday to address fans and appeal to those who "want to kill him."
Writing in the local pidgin vernacular, Ighalo asked fans to remember he was "someone's child."
"Great experience to be at the World Cup and I enjoyed every moment of it," he wrote on Instagram.
"We did our best but sometimes things don't always go the way you want, but life has to go on.
"For those that want to kill me abeg na person pikin I be o (please I am someone's child), Ighalo wrote.
The Nigerian Football Federation's spokesperson, Ademola Olajire, told CNN in St Petersburg, that it strongly condemns threats to any of its players or members of their family because of the World Cup results.
Olajire said: "We understand that people might have been hurt by the loss to Argentina, and failure to qualify for the knockout stage. But we condemn any threat on the life of any of our players or their loved ones. We will immediately alert the police to this issue."
The NFF believes it is the first time a direct threat has been made to any of its players, many of whom do not live in Nigeria.