Judge Shayana Patil turned down the bail pleas of Vasima Shaikh, Surekha Gulve and Bindu Naykode.
The accused had contended that Shette had not died due to assault and torture, but had died of tuberculosis.
Special Public Prosecutor Vidya Kasle, however, pointed out that as per the medical report, two injuries on Shette's head and 14 injuries on the rest of her body had probably caused her death.
Of the six jail officials arrested in the aftermath of Shette's death, three had withdrawn their bail applications earlier.
Her death had sparked a riot in the prison, and the 200- odd inmates, including Indrani Mukerjea, accused in the Sheena Bora murder case, destroyed prison property in the rampage.