The Senegal striker missed the tournament in Equatorial Guinea due to a back injury, but came off the bench to score the winner in West Ham's FA Cup victory at Bristol City on Sunday.
Senegal coach Alain Giresse said West Ham set "a dangerous precedent" by selecting Sakho and a FIFA spokesman confirmed to Perform that the Senegal Football Federation have contacted world football's governing body over the issue.
Sakho could face a ban, but Sullivan does not expect FIFA to take any action.
He told the Daily Mail: "A top back surgeon said Sakho can't fly and he still can't fly, he went by car to Bristol and is going by train to Liverpool. How can we go against medical advice?
"We are sure any FIFA hearing will vindicate us. The player missed four games as a result of injuries incurred whilst playing for Senegal. We have done nothing untoward."
Senegal crashed out of the AFCON on Tuesday with a 2-0 defeat against Algeria.
Watch every match of the Africa Cup of Nations LIVE on British Eurosport HD or sign up to Eurosport Player and follow the action on mobile, tablet and other devices: www.eurosportplayer.com
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