The Conservatives immediately shut down parliament, ending all debate.
The head of the main Liberal opposition party, Stephane Dion, said he was still committed to bringing down Mr Harper's government unless he makes a "monumental change" in dealing with the economy and other parties.
"For the first time in the history of Canada the prime minister is running away from the parliament of Canada," Mr Dion was quoted as saying by AP news agency.
Opposition New Democrat leader Jack Layton called it a sad day.
"He's trying to lock the door of parliament so that the elected people cannot speak," Mr Layton said. "He's trying to save his job."
A prime minister's request to temporarily suspend parliament had never been turned down, but nor had such a request been made when the government was certain to lose a confidence vote.
"There is no precedent whatsoever in Canada and probably in the Commonwealth," constitutional expert Ned Franks told AP news agency. "We are in uncharted territory."
At a time like this, a coalition with separatists cannot help Canada
Stephen Harper Canadian Prime Minister
The prime minister's manoeuvre comes at the end of a week of unprecedented political drama, says the BBC's Lee Carter in Toronto.
The constitutional crisis was triggered last week after the Conservatives presented a fiscal update that was angrily rejected by the opposition parties for not including an economic stimulus package and for proposing cuts to the public financing of political parties.
The Liberals and New Democrats signed a deal to defeat Mr Harper in a confidence vote scheduled for Monday and to form a coalition government.
Mr Harper's Conservatives won a strengthened minority in the 14 October election but are outnumbered in parliament by the combination of the Liberal Party, the New Democratic Party and the Bloc Quebecois.
In a televised appeal on Wednesday, Mr Harper said the opposition pact was a threat to the country's democracy and economy.
Governor General Michaelle Jean makes final decisions on such matters
"At a time like this, a coalition with separatists cannot help Canada," he said, referring to the Bloc's desire for independence for Quebec.
"Tonight, I pledge to you that Canada's government will use every legal means at our disposal to protect our democracy, to protect our economy and to protect Canada."
Mr Harper called the opposition parties' power-sharing agreement a "backroom deal".
Ms Jean cut short a trip to Europe on Wednesday and flew back to Ottawa in an effort to deal with the growing political crisis after the three opposition parties formally advised her of their plan.
Ms Jean's other options were to have called a general election if the confidence vote went ahead and Mr Harper lost, or to have asked the opposition to form a new government.
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