The Arsenal legend, 41, reported the money missing when he reached Kaliningrad, where he was playing in a World Cup curtain raiser game organised by FIFA.
According to Russian police, the money was stolen by two loaders at Moscow’s Sheremetyevo Airport.
Lt-Col Irina Volk, spokeswoman for the Russian Interior Ministry, said the loaders were dealing with the baggage from a London to Moscow flight.
‘The stolen cash was removed (from the loaders) and will soon be returned to the owner’, she said.
Mash online news outlet reported: ‘The World Cup has not even begun yet, but world soccer celebrities already require the help of Russian police.’
The loaders, aged 30 and 36, who have been arrested could be sent to jail for up to six years.
Despite being robbed, Kanu who played for a Fifa legends team still had nice things to say about his trip to Russia during an interview.
‘The FIFA World Cup is the greatest football tournament on the planet – every team dreams of being part of it and I am sure it will be a very special event in Russia.
‘Nigeria will be a big surprise, for sure. We have good young and talented players; they are hungry for victories and want to do well – for themselves and for the country.’