Keshi, captain of the national team in 1994 when they last won the CAF Africa Cup of Nations and played at the FIFA World Cup™ for the first time, took over this month from sacked Samson Siasia.
The change was triggered by the failure of the Super Eagles to qualify for the 2012 Africa Cup of Nations in Gabon and Equatorial Guinea, and most Nigerian foootball followers were hopeful of a winning start for Keshi.
Stand-in keeper denies Super Eagles
Teenage goalkeeper Kabelo Adam, deputising for unavailable captain Modiri Marumo, produced a point-blank save on the half-hour mark after Ikechukwu Uche had been set up by older brother Kalu.
Joel Obi went close with a header soon after and a frenzied period of Nigerian assaults on the Botswana goalmouth ended with Adam making another fine save to deny Fengor Ogude.
The Zebras, who topped an Africa Cup of Nations qualifying group including Tunisia, Malawi, Togo and Chad, almost snatched a late first-half lead as leading scorer and 2011 CAF Africa Footballer of the Year nominee Jerome Ramatlhakwane headed against the crossbar.
Nigeria also dominated the second half only to be thwarted by the brave visitors, whose attacks were confined to a few breakaways that did not seriously trouble recalled goalkeeper Vincent Enyeama.