Ashers Bakery's case cannot be referred to the Supreme Court, senior judges ruled on Wednesday.
Lord Chief Justice Sir Declan Morgan rejected Northern Ireland's Attorney General attempt to take the case to the highest UK court.
John Larkin QC's effort to use his powers under devolution rules came after lawyers were refused leave to appeal last week.
But the decision leaves the door open for the McArthur family to petition directly for a hearing in London – a move they are looking into.
The Christian baking company was found to have unlawfully discriminated against Gareth Lee, an LGBT rights campaigner, by refusing to bake him a cake with the slogan "Support Gay Marriage".
The bakery, run by the McArthur family, refunded Lee but last year a county court ruled they had breached equality laws. The decision was later upheld at Belfast's Court of Appeal but there were suggestions the family's lawyers would seek to take the case on to the UK's Supreme Court.
The McArthurs insisted their problem was with the message on the cake, not Lee's orientation. But Lee said their decision made him feel a lesser person.
Larkin backed Ashers' case and argued it would be wrong to force them to express a political view that conflicted with their faith.
But his attempt to use his powers to ask the Supreme Court to rule on the issue was turned down because his bid came too late.
"We do not consider there are exceptional circumstances in this case which require us to re-open proceedings," Sir Declan said according to the Belfast Newsletter.
