Appellant, Creig Waserman, appeals from a judgment denying his petition for writ of habeas corpus. The appeal is dismissed.

This Court has a duty to initially determine its jurisdiction. If we lack jurisdiction to entertain an appeal, then it should be dismissed. Buff v. Roper, 155 S.W.3d 811, 812 (Mo.App. E.D. 2005). Appellant seeks to appeal from the circuit court’s judgment denying his petition for writ of habeas corpus. An appeal does not lie from the denial of a petition for habeas corpus. Blackmon v. Missouri Board of Probation and Parole, 97 S.W.3d 458 (Mo. banc 2003); Fleming v. Rowley, 148 S.W.3d 855 (Mo.App. E.D. 2004).

We issued an order directing Appellant to show cause why his appeal should not be dismissed. Appellant has filed a response asking this Court to convert his *152 appeal to a petition for writ of habeas corpus. We decline to do so. A petitioner’s remedy where a petition for writ of habeas corpus is denied is to file a new writ petition in a higher court. Webster v. Purkett, 110 S.W.3d 832, 837 (Mo.App. E.D. 2003). Appellant has not filed a new writ petition.

The appeal is dismissed for lack of an appealable judgment.