"The judge rejected our request on Sunday in less than an hour," said lawyer Zeinab Taheri.
"We will file a new request with the Supreme Court to demand that the dossier be read, given the sensitivity of the case."
Djalali, a specialist in emergency medicine resident in Sweden, was detained in April 2016 after a brief visit to Iran.
He was found guilty in October of passing information about two Iranian nuclear scientists to Israel's Mossad intelligence agency that led to their assassinations.
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Djalali's lawyer said she could file multiple requests for the case to be reviewed, although there was no guarantee any would be accepted.
His sentence has been condemned by the Vrije Universiteit Brussel in Belgium where he was a visiting professor at the time of his detention, and the European Union has said it is closely following the case.
A total of five Iranian scientists -- four of them involved in the country's nuclear programme -- were killed in bomb and gun attacks in Tehran between 2010 and 2012 at the height of tensions over the country's nuclear ambitions.