The vote against the budget, introduced in the House by Rep. Paul Ryan, R-Wis., was 57-40.
It came one day after a Democrat won a special election in a traditionally Republican New York state congressional district, in which the GOP candidate's support for the Ryan budget plan was widely seen as a major contributing factor in the outcome.
The Republican senators who voted with Democrats Wednesday were Scott Brown of Massachusetts, Susan Collins and Olympia Snowe of Maine, Lisa Murkowski of Alaska and Rand Paul of Kentucky.
The House passed the budget plan in April, with all but four Republican members voting in favor of it.
The Senate also voted Wednesday to reject two other GOP budget plans -- one by Sen. Pat Toomey, R-Pa., and one by Paul -- that received only seven Republican votes, The Washington Post reported.