Bannon has said he was following legal advice in refusing to testify before the House committee investigating 6 January, when rioters ransacked the US Capitol to stop the certification of Joe Biden’s election win.
Bannon’s lawyer David Schoen, who has called the case against his client politically motivated, also vowed to appeal to a higher court.
Mr Schoen said his client would have been violating Trump’s invocation of executive privilege – a legal concept that allows presidents to keep some communications private – had he testified before Congress.
But a three-member panel from the DC Circuit Court of Appeals unanimously rejected that argument when it upheld his conviction in May, saying his claim “runs headlong into settled law”.
“This exact ‘advice of counsel’ defense is no defense at all,” Justice Bradley Garcia wrote in that decision.
A full appeals court could delay Thursday’s sentencing order if it took up the case and issued its own ruling stopping its enforcement.
Bannon was a key player in Trump’s 2016 rise to the Oval Office and later became chief strategist at the White House.
He left the administration after a violent far-right rally in Charlottesville, Virginia, in August 2017, but remains a top ally of the former president.
Another senior Trump aide, Peter Navarro, reported to prison in March after his own contempt of Congress conviction.