Preet Bharara has moved on from alleged Wall Street corruption to the political variety. But the irony is that even as the U.S. Attorney investigates the likes of New York City Mayor Bill de Blasio, he is attempting to frustrate transparency about his own actions in office—and perhaps also accountability for an abuse of prosecutorial power.

Late on Friday Mr. Bharara informed the Second Circuit Court of Appeals that he would challenge a March order allowing a lawsuit brought by the former hedge-fund manager David Ganek to...