The BMC rider appeared to be fine after the crash 10km from the Stage 3 finish and had the rest day to recover but took the Stage 4 start line for the 181km ride to Etna with a headache and nausea.
He abandoned at the 78km mark after a fast opening hour of racing and after being dropped.
"I basically just tried to stay positive and think maybe I'll come good," Dennis said. "It was probably around the hour mark when I spoke to Max Sciandri in the car and I said 'Look I'm going to try and get to the feed zone and I think that might be my limit today but we'll see how it goes there'.
"I got dropped on the long climb when the peloton was riding easy and [ sports director] Valerio Piva in the second race car just said 'get in the car, it's not worth it'.
"The wounds aren't an issue. It was nausea and the lethargic, no energy feeling. My head had been hurting and I was hoping that some exercise would change that feeling but I started to feel worse.
"I'm disappointed, of course. I think I feel worse for the people who have helped me prepare. My coach came all the way from America to spend a week with me away from his family before the Tour of the Alps, to prepare for the Giro d'Italia.
"Those sort of things I feel bad about, even if I didn't have any control of it. When you abandon you have the feeling it was for nothing. My priority now is to recover and get healthy, and then concentrate on the rest of the season which is far from over."
Dennis will next undergo further tests with team doctor Max Testa and will take time off the bike to recover and depending on the results, could return to training in ten days.