"A communication seeking to accept the jurisdiction of the ICC over Egypt has been dismissed as not presented on behalf of the concerned State," the ICC said in a statement.
The request had been made on behalf of the Freedom and Justice Party of former Islamist president Morsi, ousted by Egypt's powerful military in July in what his supporters say was a coup.
The Brotherhood in December filed a complaint with the ICC seeking an investigation of alleged crimes against humanity committed since June 2013.
The complaint included alleged evidence of murder, unlawful imprisonment, torture, persecution against an identifiable group and enforced disappearance of persons.
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It also included claims of targeted shootings and bulldozers running demonstrators over.
On August 14, at least 627 people were killed when security forces stormed Cairo's Rabaa al-Adawiya Square to disperse a sit-in by Morsi's backers. It was the deadliest mass killing in Egypt's modern history.
The complaint named individual suspects in the Egyptian military but the lawyers did not wish to divulge them publicly.
"The Registry verified with the Egyptian authorities whether or not such a communication was transmitted on behalf of the State of Egypt, as a result of which, the Registrar did not receive a positive confirmation," the ICC said.
An Egyptian court on Monday imposed death sentences on 683 suspected Islamists, including Muslim Brotherhood leader Mohamed Badie.
Morsi, elected in the wake of a pro-democracy uprising against the authoritarian rule of Hosni Mubarak, is on trial for allegedly plotting attacks and jail breaks.