Idrissa Camara’s 18th-minute header was the difference between the two sides at the Estadio 24 de Setembro, as Kenya dropped to the bottom of the Group E table.
Saints midfielder Wanyama almost earned a point for his side, but his effort was blocked after playing a neat one-two in the build-up.
The result leaves Wanyama and Kenya on one point from their opening three qualifiers, following a draw with Congo and a defeat to Zambia last year.
Wanyama will be in action again on Sunday, when Kenya welcome Guinea-Bissau to Nairobi. Kick-off in that clash is at 2pm BST.