Republican lawmakers voted in favor of adjourning the session shortly after midnight in an effort to put an end to the 16-hour long sit-in. The next session of the House is scheduled for July 4.
The decision failed to bring an immediate halt to the protest.
"Just because they have left doesn’t mean we are taking no for an answer. We are not going to stop until the job is done," Nancy Pelosi, the minority leader of the House of Representatives, said after the Republican vote, as quoted by The Washington Post.
The sit-in was accompanied by a demonstration outside the Capitol with hundreds of people supporting the Democrats in their struggle.
On Monday, the US Senate blocked four proposals to tighten federal gun control laws, by expanding background checks and introducing tougher purchasing restrictions.
Lawmakers in both parties have called for tougher gun control measures in the wake of the June 12 attack in Orlando, Florida, in which US national Omar Mateen shot and killed 49 people and injured 53 others.