The women contended that Vancouver organisers are breaking Canada's Charter of Rights by hosting only men's ski jumping.
They were seeking the right to appeal two lower-court rulings that said the Charter cannot dictate which sports are included in the Winter Games.
Ross Clark, the lawyer for the women, said: "We are very disappointed the Supreme Court of Canada does not view this as matter of national importance."
The lower courts ruled that the Charter does not apply to the International Olympic Committee (IOC), which decides which sports and events are included in each Games.
The IOC has said it hopes that women's ski jumping will meet the requirements for inclusion at the 2014 Winter Games in Sochi, Russia.
Deedee Corradini, the resident of Women's Ski Jumping USA, said the women will not give up in their fight to be in the Olympics.
She said: "No qualified athlete should be denied the right to participate in the Olympics because of gender."
The women first launched a lawsuit against local organisers in May 2008, 18 months after the IOC decided against the inclusion of women's ski jumping.
They dropped a complaint with the Canadian Human Rights Commission when the Federal Government agreed to lobby the IOC.
When that failed, they pursued a court case.
The women wanted the courts to force Vancouver organisers to either add a women's event or cancel the men's.
Organisers said they could do neither.
The IOC voted not to include women's ski jumping at the 2010 Winter Olympics because the sport did not meet the necessary criteria for inclusion.
The IOC requires that a sport must have contested at least two World Championships before it can become an Olympic event.
There are also rules dictating how far in advance a sport can be added to the Olympic programme.
The women countered they have since held enough international events to qualify for consideration as an Olympic sport and said it would not be difficult for organisers to accommodate one additional event.
The IOC has decided to include women's ski jumping at the inaugural Winter Youth Olympic Games in 2012 in Innsbruck and will consider adding the event to the Sochi Olympics in 2014.
IOC President Jacques Rogge claimed earlier this month that the women had not met the standards for inclusion in 2010.
He said: "We did not want the medals to be watered down by too little a pool of very good jumpers.
"There was not enough quality at the time."
Rogge said there are 164 registered women jumpers in the world, compared to more than 2,500 men.
He said there are about 15 "technically very able" jumpers but the rest are not up to world standards.
Rogge said: "We are considering definitely to include them in Sochi should the progress they are making continue."
November 2009: Women ski jumpers lose latest court battle
August 2009: Rogge supports women ski jumpers - but not in 2010
August 2009: Female ski jumpers renew calls for inclusion at Vancouver
April 2009: Judgement reserved in female ski jumping case
February 2009: Van is first women's world ski jump champion