Shorty after the Brazilian striker completed his move to the White Knights, the Kuwaiti club claimed that he signed for them earlier this summer.
Later on, Zamalek assured via their official website that Nasr's accusation is 'completely untrue', but the latter club insist Anderson's contact with the Cairo side is invalid.
"Nasr have no problem to work out the situation in a friendly manner, in case Zamalek accept to pay the player's release clause," Al-Odwani told Al-Garida.
"But if Zamalek refuse to change their attitude, we will escalate the problem by calling on FIFA to interfere."
Anderson, who celebrates his 28th birthday in November, signed a three-year deal with Zamalek this month after his contract with Brazilian outfit Rio Branco ran out.
He had a dazzling season-long spell at the third tier, having finished last term as his team's top scorer with 22 goals.
Anderson also played for Japanese clubs Mito Hollyhock, Sagan Tosu, Shimizu S-Pulse and Yokohama F.C throughout his career.