Pence, who was attending the match between San Francisco 49ers and his home team, the Indianapolis Colts tweeted upon his exit that he "will not dignify any event that disrespects our soldiers, our flag and our national anthem".
Pence, the former IN governor, had attended the game to watch a ceremony honouring former Colts great Peyton Manning scheduled for half-time, but chose to leave after the anthems.
The Vice President said he left in objection to an "event that disrespects our soldiers, our flag and our national anthem".
This gesture has been adopted by dozens of players since Donald Trump has called the end of September the owners of franchises of the National Football League to "expel" the players who "(lacked) respect " to the american flag.
But the former governor of IN and his wife, wearing a Manning No 18 jersey, left Lucas Oil Stadium after the national anthem, following instructions from President Donald Trump after a number of San Francisco 49ers players took a knee during the anthem.
It led to speculation that the move by Pence was simply an expensive publicity stunt, especially as he was under instructions from the U.S. president, Donald Trump, to leave the game if players took to their knees.
Players have been kneeling in response to social injustice. I am proud of him and @SecondLady Karen. He wanted to protest against the repression of which were victims of Blacks in the United States. Last year, the team's starting quarterback, Colin Kaepernick, started the demonstration.
The protests have become a staple of National Football League games after Trump said National Football League owners should fire any "son of a bitch" who protests.
Hawaii Democratic Sen. Brian Schatz was the first to raise the issue.
After Pence issued his statement, Trump used Twitter to say he had told his vice-president to walk out if any protests occurred during the anthem.
"Wait", Schatz wrote on Twitter, This was orchestrated to make a point?