An official in the office of the Mauritius attorney general confirmed that the Mauritius Supreme Court had rejected Zuma's application.
She said the decision had been faxed to the NPA, but could not provide further details as the chief attorney was not in the office.
Attempts to reach Zuma's lawyer Michael Hulley were unsuccessful.
He is seeking to obtain the originals of 13 documents used to convict Schabir Shaik, his former financial adviser. French arms manufacturer Thales International is fighting to prevent the documents from leaving Mauritian shores.
The 13 documents held in Mauritius include the 2000 diary of former Thint chief executive Alain Thetard which details a meeting between him, Zuma and convicted businessman Schabir Shaik.
At the meeting, a R500,000 a year bribe was allegedly discussed.
Copies of these documents were accepted as evidence in the trial that ended with Shaik being convicted and sentenced to 15 years imprisonment for corruption and fraud by Judge Hilary Squires in 2005.
In the papers filed in the Pietermaritzburg High Court on December 28, Zuma was summoned to appear in the court on August 4.
He faces 16 charges in total -- one count of racketeering, two counts of corruption, one count of money laundering and 12 counts of fraud.
The two South African subsidiaries of Thales International (formerly Thomson-CFS) -- Thint Holding (Southern Africa) Pty Ltd and Thint (Pty) Ltd -- each face a charge of racketeering, and two counts of corruption.
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