In the first such conviction since Russia outlawed the religious movement in 2017, 46-year-old Dennis Christensen was originally sentenced to six years in prison in February.
Christensen — who moved to Russia as an adult and is married to a Russian — appealed, but a court in the southwestern city of Oryol upheld the sentence on Thursday.
It was not yet known when he would start his prison term.
The case has drawn widespread condemnation, notably from Denmark and the European Union, but also from other foreign governments.
A spokesman for the Jehovah's Witnesses in New York, Paul Gillies, accused Russia of returning to Soviet-style crackdowns on religious believers.
“Reminiscent of the Soviet-era, in Russia it is again a crime to be a peaceful Christian believer,” Gillies said.
Rights group Amnesty International called Christensen a “prisoner of conscience jailed for his faith.”
It said that, since Christensen's conviction, the homes of more than 115 Jehovah's Witnesses have been raided in Russia, with 74 criminal cases being brought.
“This brings the total number of Jehovah's Witnesses under investigation in the country to 188,” the rights group said in a statement.
“Today's decision sends a bleak message that reprisals will continue and much worse may still come,” it warned.
Christensen has said that he “never committed any criminal acts.”
Russian authorities have detained several Jehovah's Witnesses following the Dane's arrest, some of whom have publicly said they were tortured in custody.
Russia brands the US evangelical Christian movement, which was set up in the late 19th century and preaches non-violence, as a totalitarian sect and in 2017 designated it an extremist organisation and ordered its dissolution in the country.
Earlier this year, the UN criticised Russia's definition of extremism as too vague and urged Moscow to release those imprisoned for exercising their religious freedom.