This sentence is incorrect.
Actually, no, it isn't. It is rather old-fashioned English, though.
Pff ! You would say ANYTHING to disagree with me, wouldn't you ?
Only when you're wrong. See, for example, the following sentence from Lorna Doone (first published in 1869)
"And for more than an hour she made believe not to know what there was for dinner."
I won't take you to the "Google challenge"!
Who said anything about Google? I picked up the book from my shelf, read it from cover to cover, and typed out one of the sentences in it.
Obviously that makes the sentence FAR more significant than if I'd just done a Google search on "made believe not" and found exactly the same information from a public domain copy of the book online.
I was kidding. The "Google challenge" is a joke...
Keep your sense of humour, at all times, BP!