Sadio Mane opened the scoring for Al-Nassr with a header in the 34th minute.
His tally of five goals at the AFCON remains the highest scored by a defender in the history of the competition.
Mbappe is expected to join Real Madrid on a free transfer.
On Thursday, the Saudi Arabian Football Federation found him guilty of making provocative gestures and handed the Portuguese a one-match ban.
Mane moved to Bayern in 2022 with high hopes after netting 120 goals in 269 games for Liverpool.
Mbappe’s current contract runs out next summer, allowing the player to leave for free.
It added: “The board and everyone at Al Nassr would like to thank Rudi and his staff for their dedicated work during the past 8 months.”
Cristiano Ronaldo suffered his first Saudi Pro League defeat on Thursday as Al Ittihad claimed a 1-0 win to replace Al Nassr at the top of the table.
Cristiano Ronaldo has now scored a hat trick in each of the last 14 years while taking his total career scoring tally to 824 goals.
