Obodo, 28, was apparently grabbed early Saturday while he was driving along a street in Warri by kidnappers who forced him out of his car and sped off with him in a getaway car.
Obodo's brother, Kenneth, told Italy's ANSA news agency the kidnappers had contacted the family with their ransom demands and that Obodo was apparently unharmed.
Obodo has been a fixture on Nigeria's national soccer team and played in Italy for Lecce last season. "We hope the situation can be resolved as soon as possible in the best possible way," Lecce team officials said in a written statement.
The identity of the alleged kidnappers was not immediately known, but police believe they tailed Obodo after he left a nightclub in the wee hours of Saturday, The Nation said.
The Sunday Tribune reported Obodo's car had a personalized license plate with his name on it, which likely made it easy to follow him.