Czar Nicholas II, Czarina Alexandra, their four daughters and son, and several servants were shot dead in a basement in the Urals city of Yekaterinburg on July 17, 1918.
A case was first opened in 1993, after the end of the Soviet Union, and has been closed and reopened five times, RIA Novosti reports. The last case was closed on the grounds that those who had committed the premeditated murders of the Romanovs were dead.
Another court said there were no criminal offenses since the royal family members were shot on behalf of the state.
The latest case assessed evidence and arguments presented by the Grand Duchess Maria Vladimirovna Romanov, an heiress of the dynasty, and the prosecutor general's office.
Lawyer German Lukyanov said the grand duchess was requesting a copy of the dismissal ruling.
The Romanovs' remains were buried in Peter and Paul Cathedral in St. Petersburg in 1998. They were canonized by the Russian Orthodox Church in 2000.