Judicial Magistrate (CBI cases) Dr Shubhra Singh announced the ruling in the presence of the accused Zahida Pervez, Saba Farooqui, Saquib Danger, Irfan Ali, and Tabish Khan.
The Sessions court would take up the case on July 2, Dr Singh said her in order.
The District Judge would decide the court where the case would be tried, Special Public Prosecutor Hemant Shukla said later.
The accused's lawyer had pleaded that as Masood was murdered in Bhopal, the trial should take place there, and not in Indore. Also, Saquib Danger, Tabish, and Irfan were facing other cases in Bhopal, they said.
But Shukla opposed the plea, saying that Indore CBI court had the jurisdiction to hear the case.
The accused had filed two other petitions. One sought access to report of polygraph test conducted on BJP MLA Dhruv Narayan Singh and the material including a diary seized from Zahida's house and office.
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The other petition, filed by Irfan's lawyer, had sought that he be allowed to record his statement before magistrate again. But both these petitions were rejected.
While coming out of the CBI court, Zahida told reporters that she would file appeal in HC over transfer issue.
When asked if Vandana Singh, the wife of Dhruv Narayan, had made a call to Shehla, Zahida said: "Yes, Mrs Dhruv Narayan made a call to Shehla's house on the day of murder...I have not said she has any connection with the case."
According to CBI, Zahida was jealous of Shehla's growing closeness with Dhruv Narayan, which led to the murder.