The U.S. Soccer Federation confirmed on Thursday that the pair would be attending the weddings of their sisters - Donovan in California and Dempsey in Texas.
The players will miss training on Thursday, Friday and Saturday and will likely return Saturday evening by private flights organised by the Federation.
Their absences were discussed well in advance of the 12-nation continental championship for North and Central America and the Caribbean and the duo were given the go-ahead by head coach Bob Bradley.
"As a coach, you sometimes have to make difficult decisions," Bradley told reporters on Thursday after training in Washington.
"Certainly we've also respected what family means to players. In these cases, after speaking to the two players, these are important days for them and their family. So you weigh that against the team and you balance it out and make those decisions," he said.
The U.S. finished second in Group C, qualifying for the last eight behind Panama having lost to the Central Americans on Saturday in Tampa.
The winners of the Gold Cup earn a place in FIFA's Confederations Cup to be held in Brazil in 2013 and featuring the champions of each continental confederation.
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