Bangladesh face Pakistan in the first leg of their Asian zone first round qualifier on June 29 in Dhaka with the return leg in Lahore on July 3.
The winners will face Lebanon in the second preliminary round.
"During the FIFA congress in Zurich earlier this month we requested them to allow us to play both legs in Dhaka. But they did not agree," Kazi Salahuddin told reporters.
"Expense was one of our issues. Also we were concerned as our coach was reluctant to travel to Pakistan on security grounds."
Croatian coach Robert Rubcic left Bangladesh on June 2 and has not been in contact with his bosses since.
"His concern to travel to Pakistan may be one of the reasons that he does not want to return," said Salahuddin.
Bangladesh has not sent any sports team to neighboring Pakistan since an attack by gunmen on the Sri Lanka cricket team in Lahore in 2009.
Although soccer is popular in Bangladesh, the national team is a lowly 163rd in the FIFA rankings, five places above rivals Pakistan.
