Robson had hoped to persuade the Denmark international to join his Championship side.
However the 31-year-old has two years remaining on his contract at Celtic Park and is among the club's high earners.
Gravesen's form since joining Celtic from Real Madrid last August has been one of the few disappointments in Gordon Strachan's first two years as Hoops boss.
Robson said in the Daily Record: "I wouldn't have thought it is going to happen now.
"I was prepared to wait but I just don't think he is too keen to come.
"I just don't think he can make his mind up and he has been stalling on things."