Chelsea say they are "astonished" at FIFA's decision not to freeze the club's transfer ban while an appeal against the sanction takes place.
The Premier League club were last month banned from signing players for the next two transfer windows after FIFA ruled they had breached regulations relating to the recruitment of minors.
Chelsea denied any wrongdoing and subsequently lodged an appeal with the governing body.
However, FIFA's appeal committee announced on Friday that an application to temporarily suspend the penalty had been rejected, prompting great surprise from the club.
The London club described the move as "inconsistent" with how previous cases have been handled.
"Chelsea Football Club is astonished by the FIFA appeal committee's decision not to suspend its sanction pending completion of the appeal process," read a statement on the club website.
FIFA's decision means the original restrictions stand and Chelsea will be unable to recruit new players this summer or in the January 2020 transfer window.
In similar cases, Spanish clubs Real Madrid, Barcelona and Atletico Madrid were each granted provisional measures which ensured bans were not immediately enforced while appeals were ongoing.
Chelsea feel their treatment is inconsistent and will consider their next steps once written reasons for the decision are received from FIFA. This could include an appeal against this decision to the Court of Arbitration for Sport (CAS).
"As a matter of procedural fairness and equality of treatment, and Swiss law, the club's right to an appeal process must be afforded, before any irremediable sanction takes effect," continues the statement.
"So far as the club is aware, in all previous cases where a registration ban has been imposed by FIFA, a decision has also been made to suspend the sanction until the appeal process has been completed.
"In this case, Chelsea considers that it is being treated inconsistently in comparison with other European clubs.
"The club notes the appeal committee's statement that it has the right to appeal to CAS.
"In the meantime the club will continue to fully cooperate with the proceedings."