INDONESIAN President Joko Widodo has rejected any changes to plans to execute two Australians on death row, after a last-ditch appeal failed on Tuesday.

Mr Widodo said the government would push ahead with plans to execute Bali Nine heroin smuggling pair Andrew Chan and Myuran Sukumaran.

He also said other countries should not intervene in Indonesia's "sovereign right to exercise our law", despite Indonesia's attempts to save its own citizens on death row abroad.

An Indonesian court on Tuesday rejected a bid from the pair's lawyers to get Mr Widodo to reconsider the penalty, ruling it did not have jurisdiction over presidential decrees.

A date is still yet to be set for the execution, which has been delayed.