All but the top three candidates were eliminated in the first round of voting. Delegates then whittled the field again — that was where Mr. Bennett lost, coming in third with about 27 percent delegate support. A final round of voting was inconclusive. Neither candidate captured the 60 percent required to clinch the nomination, so Mr. Lee and Mr. Bridgewater will face off in the primary.

In a brief news conference after the vote, Mr. Bennett thanked his staff, but he declined to make an endorsement in the Senate race and took no questions.

Questions of risk and reward hung over the convention. Gov. Gary R. Herbert, a Republican regarded by many conservatives as a kind of a savior after years under Gov. Jon Huntsman Jr. — a social moderate who resigned last year to become ambassador to China — stayed on the sidelines. Mr. Herbert is facing his first run for a full term this fall.

But Mr. Romney’s backing of Mr. Bennett was not likely to hurt him, delegates said. Mr. Romney, who is expected to seek the Republican presidential nomination again in 2012, is hugely popular here, where he led the 2002 Winter Olympics and raised lots of money for his 2008 campaign.

In the nexus of politics and religion that defines Utah races, Mr. Bennett’s résumé was never in question. His grandfather was a president of the Church of Jesus Christ of Latter-day Saints and his father, Wallace F. Bennett, was a senator from 1951 to 1974.

But some recent votes and positions — including his vote for the Toxic Asset Relief Program and support for a bipartisan health care bill — hurt him with many delegates and speech-makers, for whom a hearty bashing of “Obamacare” and bank bailouts were guaranteed applause lines.

One delegate who supported Mr. Bennett, Shem Liechty, an engineer, said the chorus against Mr. Bennett was so strong that he believed people were not looking closely enough at who, or what, might come next.

“I said, ‘Figure it out,’ ” he said. “You might not want any of them.”