For whatever reason I had one hell of a time getting denyhosts setup on fedora.  Come to find out there is one big reason for this, chkconfig has been replaced with systemctl.

It’s simple to setup and install once you know that all you need to do is 2 simple commands:

sudo yum install denyhosts
sudo systemctl enable denyhosts.service

You can always edit the /etc/denyhosts.conf to make any changes but the default does most of what you want.

And since this is new to me here is the low-down on systemctl