Mr Roberts-Smith lost his first attempt in January this year after a Federal Court judge found his allegations against Emma Roberts were based on nothing more than "bare possibilities and suspicions".
The Victoria Cross recipient had wanted to question Ms Roberts over the alleged email transfer and add her close friend Danielle Cross to the lawsuit, claiming she was a co-conspirator in accessing the confidential material.
On Monday, Justice Michael Wigney declined to provide leave to the former soldier to appeal this decision.
"Mr Roberts-Smith has failed to demonstrate that the decision of the primary judge is attended with sufficient doubt to warrant it being reconsidered by the Full Court, or that substantial injustice would result if leave were refused, supposing the decision to be wrong."
The judge pointed out that the lawsuit against Ms Roberts had not yet concluded, and that a bid for further questioning could be made later depending on whether additional evidence was uncovered.
Ms Roberts already had said she would not oppose what her ex-husband sought in the lawsuit, namely orders barring her from using, sharing or destroying any confidential information she had obtained from the emails, the judge said.
"It is in those circumstances difficult to see how it could be said that the primary judge's refusal to make an order permitting Ms Roberts to be examined could have any impact at all on the scope and outcome of the proceedings."
Mr Roberts-Smith claims Ms Roberts used virtual private networks to access emails on computers owned by his company RS Group, through which he offered public speaking engagements.
He says she then passed them onto three media companies he is suing over February 2018 articles about alleged war crimes in Afghanistan.
Ms Roberts has denied she obtained any material through covert means, and the three newspapers sued for defamation have said she did not provide them with any material for the ongoing lawsuit.
