The House Speaker, Democrat Nancy Pelosi, was among those to condemn President Trump for the move.
The veto - the second in Trump's presidency - was expected.
Sen. Tim Kaine, D-Va., a member of the Senate Foreign Relations Committee, said in a statement that the veto was "part of an alarming pattern of Trump turning a blind eye to Saudi Arabia's actions that fly in the face of American values" and accused the administration of "deference to Saudi Arabia at the expense of American security interests".
Both houses of Congress had invoked the War Powers Resolution of 1973 in a bid to end American involvement in the conflict, which has raged in the Middle Eastern country since 2015.
Mr. Trump vetoed the measure Tuesday.
The US provides billions of dollars of arms to the Saudi-led coalition fighting against Iran-backed rebels in Yemen.
Trump lashes out at the bipartisan lawmakers who condemned his support for the war in Yemen
"We can not end the conflict in Yemen through political documents like S.J. Res. 7", Mr. Trump said.
"It should come as a surprise to nobody", the official said.
Several supporters made clear their votes were also aimed at expressing their frustrations with Trump's continued support for Saudi Arabia's Crown Prince Mohammed bin Salman, who has been implicated in the murder of Saudi journalist Jamal Khashoggi.
The president issued his first veto of legislation out of Congress in March when they voted to block his declaration of a national emergency on the border.
Since 2015, the USA has provided the aerial refuelling of jets, reconnaissance, targeting and intelligence information to Saudi Arabia and the United Arab Emirates (UAE), in their campaign against the Houthi rebels who unseated the Saudi-backed government in Yemen.
In his State of the Union address in February, Trump declared, "Great nations do not fight endless wars".
"With Trump's veto of Bernie Sanders' and my War Powers resolution, which passed with bipartisan support in Congress, he is risking the lives of millions of Yemeni civilians to starvation, deadly airstrikes, and the war crimes of the Saudi regime", Khanna wrote.
In his statement announcing the veto, Trump defended the USA involvement, arguing that "it is our duty to protect the safety of the more than 80,000 Americans who reside in certain coalition countries that have been subject to Houthi attacks from Yemen". He also claimed that the attempt by congress would endanger the lives of U-S citizens and troops.