Rogerson and Glen Patrick McNamara were both sentenced to life imprisonment in 2016 for the murder in May 2014 when Mr Gao was lured into a darkened storage shed in Sydney's south and shot dead.
They also were jailed for stealing 2.78kg of methamphetamine with a street value of up to $19 million from the 20-year-old student.
Both failed to overturn their convictions and sentences in the NSW Court of Criminal Appeal with Rogerson also losing a bid to appeal to the High Court.
On Wednesday, a panel of five High Court judges unanimously dismissed McNamara's challenge to his conviction.
McNamara had claimed that evidence of two conversations he had with Rogerson showed he feared for his life and acted with duress, and was not part of some joint criminal enterprise to enact the murder.
"The exclusion of the evidence left McNamara forensically disadvantaged and the tribunal of fact dispossessed of evidence consistent with innocence," his lawyers said in submissions to the High Court.Â
"The exclusion of this evidence precipitated a manifestly unfair trial."
In dismissing McNamara's appeal, the High Court found that portions of these conversations were correctly excluded from the jury as they were deemed prejudicial to Rogerson.
In one alleged conversation from February 2014 about a potential book by Rogerson, the ex-cop is claimed to have admitted killing or conspiring to kill six other people.
In a second conversation in May 2014, just after Mr Gao was shot in the storage shed, Rogerson allegedly threatened McNamara.
"Get up and f***ing help me you weak c*** or I'll leave you on the floor lying next to him," McNamara claims Rogerson said.
"He pulled the f***ing knife first, get up and help me or you'll be as dead as him."
