the denyhosts package is missing from epel-7. It is present in epel-6 and before. I'm happy to help build, maintain, and or Q/A as necessary. Not sure if this bug report or a message to epel-devel mailing list is more appropriate; posting here a la; https://lists.fedoraproject.org/pipermail/epel-devel/2014-July/009752.html Thanks!
If you're jonesin' for a quick fix, here is a scratch build: http://koji.fedoraproject.org/koji/taskinfo?taskID=7442796
I am not planning to support denyhosts in epel7 and the fedora maintainer does not want to support denyhosts on epel.
See #1177725 I will be maintaining denyhosts in EPEL7.