New Zealand Cricket said on Friday that it would not send its team to Nairobi for a World Cup match against Kenya on February 21.
"The board has concluded that on the basis of the information currently available the safety and security risk for our players is too high," NZC chief executive Martin Snedden said in a statement.
The decision defied an International Cricket Council ruling that matches in Kenya and Zimbabwe will continue despite safety fears.
"The New Zealand Cricket board will give notice to the ICC that it does not believe that the decision taken by the ICC last night was reasonable.
"This is a matter which will now be resolved through legal processes," the statement added.