The left back, who plays his club football at Valenciennes in France's Ligue 2, suffered an ankle injury in last month's friendly against Luxembourg. His departure comes two days after his 29th birthday.
Mbengue, 24, arrived on Sunday, having been on standby over the last weeks. He is from Ligue 1 club Caen.
Senegal's change came a day before the deadline for final injury replacements. World Cup participants can only swap injured players up to 24 hours before their first game at the tournament.
Senegal take on Poland in their opening Group H game in Moscow on Tuesday.
(Reporting by Mark Gleeson in Nizhny Novgorod; Editing by Neil Robinson)
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