Holder was in Albuquerque to give the keynote speech Thursday at the Hispanic National Bar Association's annual convention.
Organizers stationed reporters in an area opposite from where Holder spoke inside a hotel ballroom.
Afterward, he left without taking questions.
Last week, federal prosecutors announced they wouldn't seek indictments against the governor, although U.S. Attorney Greg Fouratt said the decision "is not to be interpreted as an exoneration of any party's conduct."
A Richardson spokesman said the governor wouldn't comment.