The trial, which began on Wednesday, was initially planned to be held in an open court, but the jury, which was selected on Tuesday, refused to appear in court if journalists were present.
"A court officer told me that the jury refuses to be in a courtroom in the presence of media representatives. Therefore, further hearings will be held in a closed court," the presiding judge said.
He said that in line with the law a trial cannot be open in case the jury comes under pressure. As yet no threats to the jury have been reported.
The judge added that "it will be too late when real threats [to the jury] emerge."
Lawyers for the defense and Politkovskaya's family spoke against the closed trial saying there were no grounds for this.
"That they refuse to appear in front of the press is not a reason" to close the hearings, said Murad Musayev, a lawyer for the defense. "There should be real facts proving a threat to the jury."
The Politkovskaya family's lawyer, Karina Moskalenko, said the court had no grounds to close the courtroom, adding that it should be explained to the jury that they "became judges, who usually work under conditions of publicity," and they must not fear the press.
"When the jury was sworn in yesterday they had a choice of either not taking the oath or refusing to be a juror," Moskalenko said.
Politkovskaya, who gained international recognition for her criticism of the Kremlin and reports of military atrocities against civilians in the troubled Caucasus republic of Chechnya, was gunned down in an elevator in her Moscow apartment building in what police described as a contract killing.
Three men, a former police officer and two brothers from Chechnya, have been charged with involvement in the murder. Sergei Khadzhikurbanov and Dzhabrail and Ibragim Makhmudov have been in custody since last August. Investigators have provided no details as to their alleged roles in the crime.
The man suspected of pulling the trigger, Rustam Makhmudov - the eldest of the Makhmudov brothers - remains at large. A separate case has been launched against him. It is still unknown who was behind the killing.
A former Federal Security Service (FSB) officer, Colonel Pavel Ryaguzov, has also been charged with abuse of office after allegedly telling the killers where Politkovskaya lived.
Since the fall of the Soviet Union in 1991, Russia has been one of the most dangerous countries for reporters, according to international groups. The Committee to Protect Journalists says 49 media professionals have been confirmed killed in Russia since 1992. Only Iraq and Algeria have had more deaths over that time.
The murdered journalist's children said on Monday they had filed a plea for 10 million rubles ($366,000) in compensation. The judge accepted the plea.