Lawyer Yury Shmidt appealed to a higher court after the Zamoskvoretsky district court rejected his previous appeal April 6 and said the initial court ruling was just.
"We have filed an appeal to the Moscow City Court since we believe that the decision of the Zamoskvoretsky court was illegal and unfounded," Shmidt said.
He said the court would consider the appeal May 23.
Khodorkovsky is currently serving an eight-year prison term for tax evasion and fraud in a penal colony in the Chita Region town of Krasnokamensk, about 3,000 miles east of Moscow.
Khodorkovsky and his business partner Platon Lebedev were found guilty by a Moscow court in May 2005 and sentenced to nine years in prison. On September 22, the Moscow City Court reduced their terms to eight years.