They said trusting the justice department to investigate the issue would be a "classic case of the fox guarding the henhouse" and called for a broad inquiry into the US handling of interrogation records.
The CIA disclosed last month that it had destroyed hundreds of hours of tapes showing the harsh interrogations of two terrorism suspects - suspected al-Qaeda members Abu Zubaydah and Abd al-Rahim al-Nashiri.
Among the techniques believed to be used in the 2002 interrogations were a simulated form of drowning, known as waterboarding, which has been condemned internationally as illegal torture.
However, Kennedy wrote in denying the investigation request that the two suspects were interrogated before they had been at Guantanamo, so they would not have been covered by his order to preserve evidence.
The detainees' lawyers "offer nothing to support their assertion that a judicial inquiry ... is warranted," Kennedy wrote. He also said he accepted justice department assurances that it would tell the court if the CIA had violated its order to preserve evidence.
Michael Mukasey, the US attorney general who took office last November, launched a criminal investigation last week into the videotapes' destruction.
His choice to lead the probe, federal prosecutor John Durham of Connecticut, began work last week with briefings in Washington, officials said.
But human rights groups such as the American Civil Liberties Union and other critics have questioned the independence of the federal probe.
They have asked that the probe look into the broader issue of whether the interrogators broke anti-torture laws, and have called for an independent prosecutor.