A full-strength Nigeria side, with John Obi Mikel playing the entire 90 minutes, were unable to break down a resilient Cape Verde side who make their debut next week at the tournament in South Africa.
Obi Mikel might have won it for Nigeria eight minutes from time but his shot was palmed away by substitute goalkeeper Vozinha. In the first half a similar save denied Ahmed Musa.
The Cape Verdians, who hussled their opponents and looked for chances on the counter-attack, had opportunities of their own, with striker Heldon twice going close in the first half and a scramble late on seeing Toni Varela's header narrowly off target.
Chelsea's Victor Moses might have been sent off for a retaliatory kick out at Cape Verde captain Nando just before half-time but was given a caution instead by the Portuguese referee Hugo Miguel.
Cape Verde, the smallest country to reach the Nations Cup finals, will take a boost in morale from the performance to the opening game with hosts South Africa at Soccer City in Johannesburg on January 19.
Nigeria, who are preparing on the Algarve, start their campaign two days later against Burkina Faso in Nelspruit.