The league announced that Lynch's appeal was denied in a statement released Monday afternoon.
Lynch's suspension begins on Sept. 5 and ends on Sept. 28, a day after the Bills play the New Orleans Saints in their third regular-season game.
Lynch, who rushed for more than 1,000 yards in each of his two seasons with the Bills, will be allowed to participate in all preseason practices and games before Sept. 5.
Lynch pleaded guilty in March to a misdemeanor gun charge in Los Angeles. He was sentenced to 80 hours of community service and three years probation.
"We are disappointed, obviously," Bills head coach Dick Jauron said after the team's afternoon practice at St. John Fisher College in Pittsford, N.Y. "We'll lose a real good football player for three games. But, hopefully, Marshawn has learned a good deal from it."
The suspension resulted from the player's arrest in Culver City, Calif., on Feb. 11, when police searched a parked car Lynch was in and found a 9mm semiautomatic handgun in a backpack in the trunk. Police also found four marijuana cigarettes in the car, but no drug charges were filed.
It was Lynch's second run-in with the law following a hit-and run-accident in Buffalo in May 2008. In that incident, he pleaded guilty to a traffic violation and admitted to driving off after striking a female pedestrian with his car near Buffalo's downtown bar district.