A former U.S. Central Intelligence Agency officer living in Portugal lost her final appeal there to avoid going to prison in Italy for her part in a U.S. program that involved kidnapping suspected terrorists and flying them to other countries for interrogation.

Sabrina de Sousa was one of 26 Americans convicted in absentia by Italian courts for the 2003 abduction of an Egyptian imam on a Milan street, an operation ordered by President George W. Bush’s administration. Sentenced to four years in prison, she is believed to be...