The Federation sent a letter to the Asian Football Confederation late on Sunday to announce its refusal of Qatar's demand.
Qatar had asked the venue change from the AFC after it booked its place in the semi-finals against Iran.
The two teams are to play at Al Thumama Stadium. Qatar has asked for the game to be held at Al Bayt Stadium.
The AFC would have accepted the proposal only if Iran agreed to it.
The Iranian football team eliminated Japan from the AFC Asian Cup after defeating the East Asian team 2-1 in the quarterfinals on Saturday.
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