Benteke has only just extended his contract with Palace to 2023.
However, speaking with Eleven Sports, Benteke confirmed an attempt from Club Brugge last summer and left the door open to joining the Belgian giants.
The former Standard Liege and KRC Genkt striker said: "Whether a comeback to Belgium is possible? Never say never, because it certainly remains an option.
"It is a competition that I appreciate and where I was discovered by the rest of the world. So yes, why not?"
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