Only 55 lawmakers supported the bill, while 45 expressed their opposition during a procedural vote. Sixty votes were needed for approval.
The new financial year in the US has begun without an approved government budget from Congress, forcing federal authorities to suspend operations.
Republicans control both chambers of the US Congress, but they need 60 votes in the Senate to pass a bill to continue government funding. The ruling party currently has 53 seats. In Wednesday's vote, Republicans were again short by five votes. According to the broadcast, 45 senators voted against the bill.
US President Donald Trump earlier stated that he could use the government shutdown period to implement mass staff and benefits cuts. He claimed that the budget deadlock was caused by the Democrats' stance, and that the White House is using the current situation to eliminate programs that Republicans oppose.