The 20-year-old Denmark international is on Spurs' radar as Ledley King and Jonathan Woodgate continue to be dogged by injuries.
King's chronic knee problems are restricting his appearances for the north London side while Woodgate's groin injury has sidelined him for virtually the whole season.
Redknapp said: "We looked at him (Kjaer) but we haven't made a bid. I've been to Italy in the last couple of weeks. We go there to look at people who've been recommended to us.
"We follow up leads but I'm not sure yet which game I'll go to this weekend. That's the fun out of it for me. I go somewhere every Sunday. I go to watch games in Holland or Italy. I love watching games."
Meanwhile, Redknapp was disappointed that his side could only draw 2-2 with Leeds United in Saturday's FA Cup fourth round clash at White Hart Lane.
Spurs face a replay at the League One club's Elland Road ground next month, with Redknapp admitting: "I'm disappointed because we threw the game away when we had it in the bag.
"It didn't happen, though, so you have to pick yourself up and go again on Tuesday (against Fulham). That's football, what can we do?"
Source: DSG
Source: DSG