Peter Odemwingie travelled to QPR in an attempt to force through a move to Loftus Road - despite not being given permission by West Brom - and was reportedly refused entry to the Rangers ground.
It appeared Odemwingie, who has made no secret of his desire to move to west London in the January transfer window, believed he may have been able to hold talks.
Any hopes of a deal appeared to have fallen through after West Brom demanded Junior Hoilett on loan - with his wages paid in full by QPR - in exchange for allowing the Nigerian to leave.
Rangers had initially refused to include Hoilett as part of the deal but, with negotiations between the two clubs reportedly continuing, Odemwingie travelled to Loftus Road of his own accord on Thursday evening.
West Brom were forced to deny that any deal for the player had been agreed and that he had not been given permission to travel to the Premier League's bottom club.
"The club have held further discussions with QPR today but those talks have so far proven fruitless and no agreement has been reached," West Brom said on their official Twitter account.
"Albion would also like to make clear that Peter has not been given permission to speak to QPR about a potential move."
Speaking to reporters outside QPR’s Loftus Road ground earlier on Thursday evening, Odemwingie insisted he was leaving with West Brom's blessing.
Asked whether the Midlanders were disappointed at his impending departure, Odemwingie told Sky Sports: "No, no. WBA is my home. I love WBA and always will. But this is a new challenge.
"I am happy with the trust the manager has in me. QPR can stay up. The owners would not spend all this money if they did not think that would happen."
He added: "It's not sorted yet. I hope West Brom will be happy. They hope to get players themselves."
West Brom boss Steve Clarke said earlier in the week that Odemwingie had been "badly advised" by his representatives.
"Things have been going on behind the scenes which have turned his head, and it's unfortunate for us," Clarke said. "The situation is not good for anybody. If they [QPR] don't come up with a bid that's acceptable, he won't go.
"The club are entitled to get what they think is a good price. That's the situation."