The National Rifle Association of India (NRAI) said the US embassy is yet to give a reason for denying the government core-group coach visa.
"He has been denied visa though we don't know the reason behind that. He is also yet to get the passport back," NRAI adviser Baljeet Singh Sethi told PTI.
"Though the other coaches are there, it is unfortunate as far as the pistol shooters are concerned. His presence would have certainly helped them," Sethi added.
"It is very unfortunate as Ali has been there as a coach for a while now and had travelled with the team to a few other countries.
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"The federation has also got the foreign affairs ministry write a letter to the US embassy in this regard, but still he could not go," Sethi said.
The NRAI had a feeling that Ali could face problems in getting the visa, so the federation had informed him in advance to file his application.
Nanjappa emerged as India's latest success story in shooting with a bronze medal in the pistol event of the ISSF World Cup in Changwon, South Korea, last month.
Sethi meanwhile, said the government has approved the name of the national pistol coach.