Bosnia slipped to a disappointing loss in Innsbruck, Gedo and Mohamed Salah ensuring victory for Shawky Gharib's Egypt.
City forward Dzeko played the full 90 minutes, despite suffering with a knock, and produced an ineffective performance that led him to being booed by a section of the Bosnian supporters in attendance.
Bosnia coach Safet Susic described the fan reaction as "unfair", but Dzeko was quick to direct his anger at his manager for failing to stick to a plan to substitute the 27-year-old at the interval.
"I came here with a niggling injury and Susic knew that, and he still didn't substitute me either at half-time, which was the plan, or after the break when I asked to be replaced," Dzeko said on his official Facebook page.
"I don't know why he left me on the pitch for the full 90 minutes.
"I wish to thank all fans who support me but the others (who jeered) should be ashamed because I am a born winner and always played my heart out for the national team."
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.