"Julian Assange has requested that the Swedish prosecutor should grant him leave from the detention order and the European arrest warrant in order to go to a funeral," the prosecutor's office said in a statement.
The prosecutor dismissed Assange's request, saying that Swedish law does not allow permission or exemption to a court decision on issuing of a European arrest warrant.
The 45-year-old Australian has been holed up in Ecuador's embassy in London since June 2012, seeking refuge there after exhausting all his legal options in Britain against extradition to Sweden.
He had wanted to attend the funeral in London of MacFayden, a US investigative journalist and Assange defender who has died at the age of 76.
Assange has refused to travel to Sweden for questioning over rape allegations, which he denies, due to concerns that he would then be extradited to the United States over WikiLeaks' release of 500,000 secret military files on the wars in Afghanistan and Iraq.
In September, a Swedish appeals court ruled against his request to lift the arrest warrant, the eighth straight time a Swedish court has ruled against him.
A lawyer for Assange said he would go to Sweden's highest court after the ruling.