Christine Sinclair missed out on becoming the first player to score at six Fifa World Cups as Canada were held by Nigeria.
Nigeria keeper Chiamaka Nnadozie kept out Sinclair's spot-kick early in the second half as the Olympic champions were frustrated in Melbourne.
Deborah Abiodun was sent off late on for Nigeria, however they earned a point with a battling display.
Canada and Nigeria have one point in Group B, behind co-hosts Australia.
The Canadians face Republic of Ireland in their next game on 26 July, after the Irish were beaten by Australia on Thursday.
Their captain Sinclair went into this game aiming to make some personal history. The 40-year-old forward was making her 324th international appearance and has scored 190 goals for her country.
She is one of three players to score at five Fifa World Cups - alongside Marta and Cristiano Ronaldo - and seemed destined to make history when she was fouled inside the area by Francisca Ordega early in the second half.
Referee Lina Lehtovaara awarded the penalty after the video assistant referee intervened, however Sinclair's effort was weak and well saved by impressive Nigerian keeper Nnadozie.
Nigeria, ranked 33 places lower than Canada in the Fifa rankings, defended deep and prevented Canada from many clear chances other than the penalty.
Sinclair fired narrowly wide from the edge of the area in the first half, while Nnadozie kept out Evelyne Viens' stabbed effort in the second.
Nigeria came closest to a goal in the first half when a mistake from Canadian keeper Kailen Sheridan allowed forward Asisat Oshoala to round her, however the Barcelona forward's shot from a tight angle was well blocked by Ashley Lawrence.
VAR again intervened in the final seconds to instruct Lehtovaara to send off Abiodun for a high tackle on Lawrence, after the Finnish official originally only gave a yellow card.
However Nigeria held on to give them fresh hope of getting out of their Women's World Cup group for only the third time in nine tournaments.