Onazi, who was born in Jos, told the British Broadcasting Corporation on Tuesday, that he left the popular Main Market in Jos, barely 15 minutes before the first blast rocked the area.
The first and second blasts at the crowded market killed at least 150 people.
"I am very, very lucky, just by the grace of God," said Onazi who is now with the Super Eagles in London as they prepare for Wednesday's(today) friendly against Scotland.
The footballer added, "It was just like an ordinary day. Happy faces and friendly warmth that make you feel happy to be back home.
"We had gone to the railway market to get something. I think it was 15 minutes later when we heard the loud blast from the place. And suddenly, people were just running.
"There was chaos and pandemonium. There was smoke, I was confused, lost and just wondered what had happened. I had no idea of what was going on and it was scary.
"All my life I have never heard a bang or boom like that."
Onazi said the unrest in Nigeria had made it difficult for him to focus on football.
"Some will say I should be happy to be alive but I just feel concerned about the security challenges in Jos and Nigeria as a country," he said.
"I was born and bred in a peaceful Jos. I may be fortunate enough to live outside the place right now, but I still have my family and friends who live in the city.
"I always get worried when there are reports of terrible incidents there on a regular basis. It's sad and depressing to live with this.
He challenged the Federal Government to quickly "step up security across the country" because "innocent people are dying."
"Personally, I think there is a need for a holistic approach to solving this problem once and for all," the player said.