Appellant, Michael Shanks, 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 *150 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 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.