The man convicted of the Lockerbie bombing has failed in his latest attempt to persuade judges that secret documents should be handed over.
Megrahi's lawyers want access to the Lockerbie documents
Abdelbaset Ali Mohmed al-Megrahi claims the documents could assist his appeal over the 1988 massacre.
The documents were issued by a foreign government to prosecutors before Megrahi's trial but have never been seen by the defence.
Further attempts are likely to be made for the documents to be released.
Appeal Court judges issued their ruling on Friday.
The Scottish Criminal Cases Review Commission had referred the Megrahi case to the High Court, expressing a view that the non-disclosure to the defence of a particular document may have led to a miscarriage of justice.
Megrahi's lawyers were seeking an order from the court for access to the document, a copy of which is held by the Lord Advocate.
The UK Advocate General has argued that the disclosure would harm the international relations and national security interests of the UK Government, but Megrahi's team argue that the Lord Advocate in Scotland need not uphold the immunity from disclosure.
The Lord Advocate accepted that it would be appropriate to disclose the document but also recognised that the Advocate General was entitled to claim immunity.
A Crown Office spokeswoman said: "The court has continued the petition to allow the issues of public interest immunity to be further explored."
A Boeing 747 was en route from London to New York when it exploded in mid-air on 21 December 1988.
All 259 people on board were killed, along with 11 people on the ground.
Megrahi was jailed for life for the bombing in 2001 but his lawyers have always maintained he was the victim of a miscarriage of justice.
Foreign Secretary David Milliband has said further publication of the documents could compromise British security.