Alyokhina and the two other members of the band were sentenced to two years hard time for a performance last year at Christ the Savior Cathedral, Moscow's major Orthodox Cathedral. They were convicted of "hooliganism on the grounds of religious hatred."
Alyokhina's lawyers had asked only that the single parent's sentence be deferred. One member of the group, Ekaterina Samutsevich, was given probation in October.
"Today's ruling is yet another example of injustice compounded in the Pussy Riot case," said Jasmine Heiss, Amnesty International USA's individuals-at-risk campaigner. "From the initial unjustified arrests, to the questionable trial, to an outrageous verdict, each step in the case has been an affront to human rights and freedom of expression."
The hearing was held in Perm, hundreds of miles east of Moscow, and near the penal camp where Alyokhina is serving her sentence. The Russian Legal Information Service, RAPSI, said Alyokhina has been repeatedly reprimanded for oversleeping and placed in solitary because of her "complex relations with other inmates."
Nadezhda Tolokonnikova, the third member of the group, has also petitioned for sentence deferral.