Enyeama, who has starred for Israeli club Hapoel Tel Aviv since 2007, stopped Thomas Nyrienda's penalty kick to decide the shootout, which followed a scoreless draw after 120 minutes.
"I just thank God," said Enyeama. "It was a crazy game -- a difficult one for us. They are a very good team -- believe me, they have a great future."
Zambia, which won Group D, was the better team in a game with few chances.