"The court refused to accept our appeal, in which we insisted that the officers should be exonerated," Anna Stavitskaya said.
Stavitskaya said she had already appealed against the ruling with the Moscow City Court, demanding the case be re-examined.
The lawyer said the Chief Military Prosecutor's Office had also declined to study the relatives' request earlier.
In 2005, the Chief Military Prosecutor's Office closed the "Katyn Case" saying there was no evidence of genocide against the Polish people and said those involved in the executions had since died.
In 1940, over 20,000 Polish officers, taken prisoner during the 1939 partition of Poland by the Soviet Union and Nazi Germany, were executed in the Katyn forest, in prisons and other places by the NKVD, the forerunner of the KGB.
The Soviet Union accused Germany of executing the Polish prisoners. In 1990 Mikhail Gorbachev officially admitted that Soviet secret police had been responsible for the massacre.
Russian prosecutors earlier put the number of dead at 14,500.
On June 5, a Moscow district court is expected to consider the relatives' appeal against the decision to close the case.
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The main event of the third day of the 11th meeting of the Valdai International Discussion Club in Sochi was the closing session with President Vladimir Putin. The atmosphere was calm and open, despite the current political tensions and the Russia-West confrontation. The Russian president said that it corresponded to the spirit of the Valdai Club.