Whelan, who was arrested in his hotel room in December and charged with spying, faces up to 20 years in prison if he's convicted. He also holds citizenship in Britain, Ireland and Canada.
The Moscow City Court dismissed an appeal from Whelan Thursday and extended his jailing until late August.
"Mr. President, we cannot keep America great unless we aggressively protect American citizens wherever they are in the world," Whelan said in a statement.
Whelan called his arrest an "absurd" political kidnapping and asked for public support. Russia's Federal Security Service said Whelan was on a spy mission and was arrested with a flash drive containing classified Russian information.
His attorney said Whelan didn't know the flash drive contained information deemed classified by the Russian government, and there is no proof he was working as a spy in behalf of any government.
At the time of his arrest, Whelan had been worked for a U.S. auto parts company as its global security director. He served 14 years in the U.S. Marine Corps before he was discharged for conduct in 2008.