Let Q be an infinite set of positive integers. Denote by Wτ,n(Q) (respectively, Wτ,n) the set of points in dimension n≥1 that are simultaneously τ-approximable by infinitely many rationals with denominators in Q (respectively, in ℕ*). When n≥2 and τ>1+1/(n−1) , a non-trivial lower bound for the Hausdorff dimension of the liminf set Wτ,n ∖Wτ,n (Q) is established in the case where the set Q satisfies some divisibility properties. The computation of the actual value of this Hausdorff dimension and the one-dimensional analogue of the problem are also discussed.