Mario McNeill was convicted and sentenced to death for killing the 5-year-old in 2009.
McNeill wanted the court to overturn his conviction because he says his attorneys should not have told police where to find the little girl's body.
While his attorney Andrew DeSimone said McNeill would have been better off without a lawyer.
"Mr. McNeill would have been better off without any lawyers because if this condition of anonymity was not going to be honored if he was not going to get any promise of a benefit or protection from use of this evidence against him, he could have done this himself," said DeSimone.
The jury decided McNeill received a fair trial.