Palace made a bid for the giant striker on transfer deadline day as they looked to bolster their attacking options, only for Brondby to reject their overtures.
Brondby accepted an offer from Terek Grozny earlier this month for Makienok, but the 22-year-old turned down the chance to move to Russia.
Makienok can understand Brondby's stance with Palace's move coming so late in the transfer window, but the 6ft 7in forward admits he will consider his options in January.
"When it comes so late, I'm not really disappointed. So I can understand Brondby," Makienok told politiken.dk.
"If it had been earlier, obviously it would have been a different matter, as it could definitely be a good option.
"When it comes so late, I think it's fair.
"I talked to my agent about things, it was probably not in this window and then we take another step towards winter.
"When the right time and the right club comes, I will be ready."