Winter's attorney said she would appeal Tuesday's ruling to New York's highest court, the Court of Appeals.
Winter, who works for Fox News, cited unidentified law-enforcement sources in a story saying Holmes sent a psychiatrist a notebook containing violent images.
Holmes' lawyers said that violated a gag order, and they want the Colorado judge overseeing Holmes' case to punish the officials who spoke to Winter. They also said officials who denied under oath that they were Winter's sources may have lied, undermining their credibility if they're called to testify at the trial.
The defense hasn't succeeded in identifying Winter's sources, so they want her to reveal them. Winter is resisting, citing New York and Colorado reporter shield laws and an ethical obligation to protect her sources' identities.
The Colorado judge has not yet said whether he will order Winter to reveal the names.
Winter's attorney, Dori Ann Hanswirth, said she was heartened by a dissenting opinion from two judges on the five-judge panel that ruled Tuesday.
"I thought that the dissent was very powerfully written, persuasive, and something that we are very hopeful will get a lot of play with the New York Court of Appeals," she said.
Holmes is charged with killing 12 people and injuring 70 in a suburban Denver theater in July 2012. Prosecutors are seeking the death penalty.
Holmes pleaded not guilty by reason of insanity. The notebook could become evidence because it might shed light on his mental state.
Days before the shooting, Holmes sent the notebook and burnt paper money to Lynne Fenton, a psychiatrist who had been treating him. Authorities seized the package before Fenton received it.
Authorities have not said publicly what the notebook contains.
Also Tuesday, the judge granted prosecutors' request to keep two court documents secret. One is a response by prosecutors to a defense motion that would restrict some trial testimony about analyses of blood splatter and bullet trajectories in the theater.
The other is prosecutors' request for more time to respond to a defense motion to restrict testimony about firearms, ballistics and tool markings.
The judge's order said the action was appropriate but gave no reason.
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Copyright 2013 The Associated Press.