Mr Bannon, 68, was indicted last year over his failure to co-operate with the congressional committee probing the events leading up to the Capitol riot.
The former White House chief strategist is said to have been an unofficial adviser to Mr Trump at the time of the insurrection on 6 January 2021.
He faces up to two years in jail and up to $200,000 (£167,000) in fines.
Speaking to reporters outside the courtroom, Mr Bannon vowed to have the case reversed on what his lawyer called a "bullet-proof appeal".
Couldn't have happened to a nicer person.
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