The Premier League club announced last August that the 21-year-old had signed a pre-contract agreement to join from the New England Revolution at the start of 2014.
However, Stoke were unsuccessful in getting a work permit for Agudelo in November, a decision that left chief executive Tony Scholes "amazed".
The United States international joined Utrecht on loan while his Stoke future was being resolved, but the Staffordshire side have suffered another blow in a bid to get permission to play Agudelo.
A brief statement on the club's official website on Saturday read: "Stoke City can confirm the club has been unsuccessful in its attempt to secure a work permit for Juan Agudelo.
"It is the second time the club have had an application for a work permit for the 21-year-old US international rejected by an appeals panel."
Agudelo has scored three goals in 14 Eredivisie appearances for Utrecht this season.
