"There were problems between Watford and Marseille on a transfer. FIFA has suspended him," said Cisse.
Midfielder Gueye started his career at Le Havre and was due to become a free agent in the summer of 2020.
In April of that year, he signed a pre-contract with Watford before changing his mind and agreeing a deal with Marseille.
He has since appeared 61 times for the Ligue 1 club in all competitions.
The 22-year-old came off the bench for Senegal in their opening game in Cameroon on Tuesday but did not figure in Friday's 0-0 draw with Guinea.
"Until we appeal, he cannot play with us. We knew it in reality five minutes before the kickoff," said Cisse after the match.
On Friday, Senegal were again without three of their stars as Napoli defender Kalidou Koulibaly and Chelsea goalkeeper Edouard Mendy both tested positive for Covid-19 before their opening game.
Paris Saint-Germain midfielder Idrissa Gana Gueye tested positive after the fixture.
Senegal face Malawi on Tuesday in the last round of group games needing a draw to be sure of advancing to the round of 16.
Born in France, Gueye played for France at under-18 and under-19 level before opting to represent Senegal, where his parents are from, last October.
Standout matches today