Watford were also keen, but an expected deadline bid never materialised, says HLN.
West Ham offered €5m to take Dendoncker on-loan to the end of the season, with the option to sign him for another €10m in June.
But Vanden Stock resisted the proposal, insisting the midfielder wouldn't leave for less than €20m.
West Ham returned late on deadline day with an improved offer of €20m, but it was also turned down. This was despite Dendoncker, his girlfriend, his parents and agent, Christophe Henrotay, all waiting at the training ground for the deal to go through.
Vanden Stock will now push to include a buyout clause in Dendoncker's contract ahead of the summer market.