Algeria are due to play in Bamako on June 9 in a Group H match but the Algerian Football Federation is concerned about the safety of its players.
"This approach is dictated by the exceptional situation in Mali and particularly in the city Bamako," the federation said.
It follows fighting in the Malian capital last week in a bid to reverse the military coup of March 22 that toppled President Amadou Toumani Toure.
The closure of Bamako's airport prevented Egyptian club Al Ahli and Nigeria's Sunshine Stars from departing the country after playing in African club competition games over the weekend of April 28-29.
The Egyptians eventually received permission to send a military plane to fetch their team while the Nigerians left after four days holed up in Bamako. They have since accused Malian soldiers of harassing them and searching their hotel rooms.
Mutinous soldiers angered by the government's handling of a rebellion by Tuaregs in the vast desert north ousted the government in March.
The coup has drawn broad international criticism as a major setback for regional democracy. Mali's ruling junta has since named an interim government in a first step to restoring constitutional order since the coup.
Ironically Bamako was used by Libya last year during the African Nations Cup qualifiers when matches had to be moved to a neutral venue because of the NATO bombing of Tripoli and the uprising against the regime of Muammar Gaddafi.