They appeared on the stairs of of New York City Hall to call for legislation to expand background checks before the purchase of the guns, reported Variety.
The legislation demanded ending a loophole in which firearms can be purchased at gun shows and online without initial checks.
Schumer, 34, joined the initiative last summer.
Her appearance followed the shootings that took place at a theater in Lafayette, LA, during the screening of her film "Trainwreck".
The comedy star also tweeted the hashtag #aimingforchange to support the legislative effort.