The decision means that another possible path to freedom is closed for the brothers.
The two men have been in prison for over 30 years for murder of their parents, and their case has been highlighted, among other things, in drama and documentary series.
The brothers had wanted to get a new trial, as they believe that recently discovered evidence regarding sexual abuse by their father motivates a new review.
The judge, however, did not agree, and believes that the court has already considered allegations of abuse.
As recently as a few weeks ago, the brothers were denied conditional release by the review board in California.
The Menendez brothers got their sentences time-determined in the spring, from life imprisonment without possibility of pardon to 50 years to life imprisonment.