Wesley Snipes is running ... out of legal appeals.

The convicted tax cheat asked a judge last month to excuse him from paying the Feds' legal fees of more than $200K for his tax evasion case. The judge just ruled on that part of the case last week, and he slammed the door on Snipes, calling his objections MOOT (his capitalization). So now he'll have to pay.

Snipes was sentenced to three years in the big house for tax evasion, but he's free on bail while his case is being appealed. He recently was allowed to leave the country to work on a movie.