The 12:15 am Senate vote Saturday fell 10 votes short of the 60 it needed to pass.
On Thursday, the House passed a measure – opposed by Democrats – to extend negotiations another month – through February 16. But the 51-49 vote, with five Senate Democrats voting in favor and five Republicans against, failed.
Vice President Mike Pence's chief of staff briefed him on the vote aboard his flight to the Middle East to meet with the leaders of Egypt, Jordan and Israel.
Pence placed the blame for the government shutdown squarely on the Democrats.
"Our administration will do everything within our power to support the brave men and women in uniform who stand on the frontlines of freedom," Pence told media flying with him. "But as of tonight, due to a completely avoidable government shutdown, they'll stand their post without pay."
Pence referred to upwards of 1.3 million active-duty military personnel who will work without pay until the matter is resolved.
Ironically, the shutdown comes on the first anniversary of President Trump's inauguration.
"Tonight, they [the Democrats] put politics above our national security, military families, vulnerable children, and our country's ability to serve all Americans," the White House statement read, warning it would not discuss immigration while the government is shut down.
"We will not negotiate the status of unlawful immigrants while Democrats hold our lawful citizens hostage over their reckless demands. This is the behavior of obstructionist losers, not legislators."
Sen. Chuck Schumer, D-NY, blamed the president.
"It's almost as if you were rooting for a shutdown and now we'll have one and the blame should crash entirely on President Trump's shoulders," Schumer said.