The murder case accused Irfan, Tabish and Saquib Danger had made the plea in an appeal against the special CBI court order which had rejected their demand early this week.
The case has been posted for hearing on July 2, defence counsel Yawar Khan said.
The court had also rejected the demand that the accused be given access to the report of polygraph test of BJP MLA Dhruv Narayan Singh, who had been questioned by CBI in the case.The appeal had also challenged this too.
Masood was shot dead outside her house in Bhopal last year. Petitioners contend that as the crime had taken place in Bhopal, the case should be tried there.