While Sanders continued his winning streak against Clinton in Wyoming, Cruz swept all delegates in Colorado against Trump.
The latest victory of both Sanders and Cruz is seen as a big morale booster just days before the all-important New York primary on April 19.
The 74-year-old Vermont senator registered his stunning eighth win out of the last nine contests - including one that counted the votes of Democrats living abroad, but his latest victory did nothing in the delegate chase.
He finished 12 points ahead of Clinton with 56-44 per cent of the vote in Wyoming, the smallest state in the Democratic nomination race. The state, which is overwhelmingly Republican, only awards 14 delegates, meaning Sanders barely puts a dent in Clinton's more than 200-delegate lead.
Also Read
Today's primary, that gives each candidate seven delegates, helps Clinton maintain her lead over Sanders.
The former secretary of state has 1,287 delegates based on primaries and caucuses to Sanders' 1,037. When including superdelegates, or party officials who can back any candidate, Clinton has 1,756, or 74 per cent of the number needed to clinch the nomination. Sanders has 1,068.
Sanders has been consistently trying to chip away at Clinton's big lead in the number of delegates needed to secure the party's nomination.
The eventual margin of victory was slimmer than what some experts had anticipated but represented a convincing victory for the democratic socialist in one of the most conservative states in the country.
"Thank you Colorado for another resounding victory!" Cruz tweeted.
Cruz has now won all 34 delegates up for grabs in the state and is now fewer than 200 delegates behind Trump in the race to the 1,237 needed to clinch the Republican nomination.