Khodorkovsky made his request after the court decided to stop a video feed of the trial from the courtroom to a room for journalists. The video link was cut at Shokhin's request.
Khodorkovsky and his business partner Platon Lebedev, both sentenced to eight years in prison for fraud in 2005, are now being tried on charges of embezzling more than $25 billion in oil.
Shokhin, who served as a prosecutor during Khodorkovsky's first trial, said Thursday that the video link of the trial might "have a negative effect on the questioning of the witnesses because it allows them to follow the process."
The judge ruled that a select group of journalists could stay in the courtroom but barred them from leaving during the daily sessions and from using mobile phones.
Khodorkovsky and Lebedev have denied any wrongdoing.
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