The fullback was last night found guilty by the NRL's judiciary of spitting at touch judge Brett Suttor during last Sunday's match against Penrith at Mt Smart Stadium.
The Warriors had sought leave to appeal the suspension but late today NRL judiciary chairman Judge Greg Woods declined the application.
In his judgment, he said the verdict "was not unreasonable and not insupportable on the evidence".
"We find it very difficult to accept that," Scurrah said.
"There were a number of inconsistencies presented in the evidence against Wade and certainly no clear evidence he intentionally spat at the touch judge.
"It's our belief that Wade has been poorly treated throughout this process, ever since Brett Suttor accused Wade of spitting at him.
"However, we realise the NRL's judicial process has now played out and we have no choice but to accept the suspension and move on."
McKinnon said he was devastated but would turn his attention to giving his total support to his teammates in their efforts to win their final regular season match against Parramatta on Saturday night.
"I'm shattered about this. I didn't spit at or even near the touch judge. I wouldn't do that," he said.
Scurrah said while the Warriors fully endorsed efforts to protect match officials, they "absolutely support Wade in his contention that he did not spit at the touch judge".
The Warriors and their lawyer Geoff Bellew believed the decision to find McKinnon guilty was reached on inconclusive evidence, so they expected to be granted an appeal.
"We note that last night the NRL's counsel Peter Kite urged the judiciary to impose a suspension of between nine and 11 weeks, describing the offence as reprehensible," Scurrah said.
"If that's the case, why then did the panel suspend Wade for only three matches? It's our opinion that, in light of that sentence, the judiciary members were anything but convinced."
Scurrah said "extraordinary" media coverage which found Wade guilty before his case was presented to the judiciary had prejudiced the Warriors' cause.
