Denilson is a free agent after being released by Palmeiras earlier in January.
Megson said: “An agent called one of our staff up and asked if we would like to look at Denilson.
“It doesn’t cost us anything and it’s an opportunity for the lad and an opportunity for ourselves to see one of the world’s best players – albeit of a few years ago – and see how he is now.
“He won the World Cup and was part of a fantastic team but it’s about the here and now.
“It’s purely and simply about him coming here for us to have a look at him and for him to try and get a contract.”
