Billing, who is of Nigerian descent, has represented Denmark at under-19 and under-21 level but has yet to win a senior cap for the nation.
"He said the coach had asked me. It was the first time I heard anything concrete myself."
He added: "It's a pat on the back that another country would like you to play for them. I just take that as a shrug and proof that you are doing well.
“It would feel strange to have to play for Nigeria, even though my father is from there.
“I am half Nigerian and I feel that way too but I was born and raised in Denmark. My mother is Danish and my sister is Danish, so it would feel strange to have to play for Nigeria."