Saldivar, now serving a life prison term, confessed to the slaying at a Corpus Christi motel room.
Her murder trial was moved to Houston, in Harris County, and the appeals court said an appeal application improperly was filed with the district clerk in in Nueces County in 2000.
The appeals court also said Wednesday the order Saldivar sought wasn't proper because she never showed the application for her appeal went to Harris County when it was filed.
Saldivar originally was indicted in Nueces County. Her case was transferred to Harris County in 1995 and she was convicted two months later. According to the appeals court, the case wasn't transferred back to Nueces County until 2000. Saldivar, however, two months earlier already had filed an appeal there, making it improper, the court said.
Saldivar, a former registered nurse, rose from fan club president to overseer of the singer's Selena Etc. clothing business. Selena's family, however, later claimed she embezzled thousands of dollars and told the woman they were going to go to police with their allegations.
Prosecutors said Saldivar deliberately shot Selena in 1995 after the singer went to the motel to confront her about the embezzlement claims.
Saldivar said she picked up the .38-caliber revolver, put it to her own head and told the singer to leave the room. When Selena refused and went to close the door, Saldivar said she waved the gun and it discharged as she was gesturing with the weapon.
After the shooting, Saldivar held police at bay in a 9½-hour standoff outside the Corpus Christi Days Inn, holding the gun to her head and wailing that she wanted to kill herself.
In 1998, an appeals court rejected arguments claiming prosecutors had coerced her confession, that a potential juror was dismissed improperly and that jurors never heard of the criminal record of a witness. A year later, the Court of Criminal Appeals refused to grant her a new trial.
Saldivar becomes eligible for parole in 2025.