Cristiano Ronaldo said that rejecting his appeal was an "incomprehensible decision” by Spain's administrative sports court.
He had made a final appeal against a five-match ban for pushing a referee in the Spanish Super Cup. Ronaldo was given a second yellow card for diving after retiring from the bench to score as Real Madrid won the first leg of the Spanish Super Cup 3-1 to Barcelona.
According to AFP, Ronaldo posted to his over 57 million Twitter followers: "Another incomprehensible decision.
"Injustices will not knock me down. I will come back stronger.
"Thanks to those who have supported me."
Ronaldo was handed a one-match ban for the 10th red card of his career and a further four-game suspension for pushing the referee, AFP adds.
After his first appeal was dismissed by the federation last week, Ronaldo said: "It seems to me exaggerated and ridiculous, this is called persecution!"
The Portugal captain will however be fit to play when the Champions League kicks off in September.