A regional court in Chita refused an appeal by Mr Khodorkovsky's lawyers against a decision in August by another local court to deny parole.
It upheld the earlier ruling that he had not shown enough willingness to reform to merit being released.
Mr Khodorkovsky is entitled to ask for early release because he has served more than half his sentence.
His lawyers said that the refusal to grant parole showed that President Dmitry Medvedev had failed to fulfil his promise to reform the legal system.
Since taking over from Vladimir Putin, Mr Medvedev has said he wants to improve the rule of law and end arbitrary legal decisions.
Mr Khodorkovsky has already spent almost five years in jail since his arrest. He was convicted of fraud and embezzlement in 2005. Yukos, once Russia's biggest oil company, was declared bankrupt in 2006 and ceased to exist as a legal entity in November 2007.
Author: Ksenia Kochneva
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Khodorkovsky's Parole Denied Second Time
Former Yukos boss Mikhail Khodorkovsky has had a second appeal for parole refused by a Russian court
