Animal rights campaigners acting on behalf of elderly African elephants Missy, Kimba, Lucky, LouLou and Jambo wanted a court to free them from Cheyenne Mountain Zoo in Colorado.
The Nonhuman Rights Project (NRP) said the creatures should be moved instead to an elephant sanctuary.
But Colorado's supreme court on Tuesday ruled that only people are covered by the state's habeas corpus laws.
"Colorado's habeas statute only applies to persons, and not to nonhuman animals, no matter how cognitively, psychologically, or socially sophisticated they may be," a panel of judges ruled.
"It bears noting that the narrow legal question before this court does not turn on our regard for these majestic animals generally or these five elephants specifically.
"Instead, the legal question here boils down to whether an elephant is a person... and because an elephant is not a person, the elephants here do not have standing to bring a habeas corpus claim."
NRP has previously failed in legal efforts to get an elephant named Happy freed from a New York zoo, when another court agreed that the animal was not human.
Habeas corpus is a fundamental principle in legal systems around the world, which holds that no person can be imprisoned illegally.
It has its origins in Magna Carta, a royal charter agreed in 1215 by King John of England, a document widely seen as the first brake on the absolute monarchies dominant in medieval Europe.
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