Judge Michael O. Bohren also said Morgan Geyser and Anissa Weier will be tried together.
The first trial date was scheduled for Oct. 15.
The judge ruled earlier this month that Morgan and Anissa, both now 13, will go to trial in adult court, against the wishes of the defense.
When asked to enter pleas today, the attorneys for both teens stood mute.
After court, Maura McMahon, an attorney representing Anissa, said standing mute "is a way of noting that you’re objecting to the court’s jurisdiction ... the judge then enters the ... not guilty plea for the defendant."
Donna Kuchler, an attorney for Morgan, said after court she still hopes to get the case moved to juvenile court.
"We’re just looking at appealing the reverse waiver decision," Kuchler said. She added that the next step is to "look at possibly going to the court of appeals on the reverse waiver."
The girls are facing first-degree attempted homicide charges. If Morgan and Anissa are convicted in the adult court system, they could each face up to 65 years in prison.
The girls were 12 at the time of the alleged crime.
Morgan and Anissa were arrested May 31, 2014, after allegedly stabbing their then-12-year-old friend Payton Leutner 19 times and leaving her in the woods in Waukesha, Wisconsin. Payton was rushed to the hospital with life-threatening injuries but survived.
Prosecutors have said that Morgan and Anissa were obsessed with the fictional character Slender Man, who is often depicted in fan-fiction stories online as a horror figure who stalks children.
Authorities said Morgan repeatedly told detectives it was "necessary" to kill Payton to become "proxies" of Slender Man and live with him in his mansion in the woods.
Morgan told police their plan to kill their friend began as early as December 2013, authorities said.
The Associated Press contributed to this report.