Kanyenda, who has been without a club since agreeing to a mutual termination of his contract with a Russian First Division side Dynamo Brynsky last year, confirmed the development on Sunday.
“I am on transit to Qatar from where I will proceed to Denmark.
“My agent has been talking to a club in Qatar and I am going there to discuss possible terms. I will then proceed to Denmark for negotiations with another club,” Kanyenda said from Johannesburg.
He also disclosed that his prospective move to Denmark is being facilitated by former Flames coach Kim Splidsboel.
“There is nothing concrete as at now, I will have to weigh the offers after meeting the two teams and then decide on the way forward,” Kanyenda said.
The battle-hardened forward, who spent almost a decade in Russia, could also not be drawn to comment on whether he will return in time for the Flames 2014 World Cup qualifier against Kenyaâ€™s Harambee Stars slated for June 2 in Nairobi.
“It will probably depend on how the talks will go. I cannot commit myself for now,” he said.
A few months ago, Kanyenda had unsuccessful trials with ambitious Angolan club Kabuscorp FC that recently signed Brazilian legend Rivaldo.
His search for a club also took him to Asia.