Zamalek have turned down two offers from Anderlecht for the talented winger, who is an integral member of the Cairo side's squad.
Anderlecht decided to pursue their interest in the Egyptian international by launching a legal action against Zamalek.
"(General manager) Herman Van Holsbeeck went to the Zamalek club this weekend to reach an agreement over the transfer of Shikabala," Anderlecht said in a statement on their official website.
"We could not reach an agreement with Zamalek because of their excessive demands.
"The club has now decided to refer the dispute to FIFA as soon as possible to acquire its right of signing Shikabala.
"The club also sent the contract Shikabala signed to the Belgian football association to get the player's International Transfer Certificate."
Anderlecht said recently that Shikabala signed a four-year deal with them although Zamalek insisted they would not let him depart.
The 30-time Belgian champions believe the 24-year-old could invoke article 17 of FIFA regulations to leave Zamalek without their consent.
The article states that players who have already served three years of their existing contract - or two years in the case of players aged 28 or over - could buy out the remaining time of their deal.
Shikabala's current deal with Zamalek runs out at the end of the season.
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