"The Russian Supreme Court has decided to reject the appeal of the organisation against its ban," the court, quoted by RIA-Novosti news agency, said in its decision.
In April, the court issued a ruling banning the Christian group and seizing its property.
That decision came after the justice ministry said it had found signs of "extremist activity" within the religious movement and requested that it be banned.
Jehovah's Witnesses international spokesman David A. Semonian, in a written comment sent to AFP, said the latest decision, while expected, was disappointing.
"We can only hope that a fair assessment of the facts will prevail and that our right to practise in Russia will be legally restored," he added.
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"It's not the end yet," said Viktor Jenkov, lawyer for the Jehovah's Witnesses, quoted by the Interfax agency.
"We will appeal this decision to the European Court of Human Rights."
The religious movement has 395 centres across Russia and claims 175,000 members.
Members of the Jehovah's Witnesses - a Christian evangelical movement that was born in the United States in the 19th century - consider modern churches to have deviated from the Bible's true teachings. They reject modern evolutionary theory and refuse blood transfusions.
There are more than eight million Jehovah's Witnesses worldwide, with some countries classifying the group as a sect.
Its members are known for preaching on doorsteps, where they offer religious literature and attempt to convert people.
In 2004 Russia dissolved the Moscow branch of the Jehovah's Witnesses. The European Court of Human Rights ruled in 2010 that the move had violated the right to freedom of religion and association.
