Eliza McCartney was the last of the Kiwi trio left in the competition but she failed her three attempts at 4.80m and finishes sixth equal in the competition.
Olivia McTaggart and Imogen Ayris bowed out when they failed to clear the bar after it was moved up to 4.70m.
Meanwhile, New Zealand's cyclists clinched a silver medal in the women's team pursuit a short time ago at the Paris Olympics.
Ally Wollaston, Bryony Botha, Emily Shearman and Nicole Shields were beaten by the United States, missing the gold medal by a sixth of a second in the 4000m final.
It is the first Olympic medal New Zealand has won in the discipline and follows the sprint team's silver medal on the opening day of competition.
Hamish Kerr is through to the men's high jump final, after being one of only five athletes to clear a height of 2.27 metres. He made the jump on his first attempt.
Read more: What to watch on day 12 of the Paris Games.
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