Democratic candidate Jon Ossoff and and his fiancee, Alisha Kramer, exit after he gave a concession speech speak during his election night party being held at the Westin Atlanta Perimeter North Hotel after returns show him losing the race for Georgia's 6th Congressional District on June 20, 2017 in Atlanta, Georgia.

Despite spending tons of cash in the Georgia special election, Democrats still lost, House Majority Leader Kevin McCarthy told CNBC on Wednesday.

"They used a progressive movement of where they're going. This is the Bernie Sanders, Nancy Pelosi philosophy, and it failed," the California congressman said on "Squawk Box."

McCarthy's comment came the morning after Republican Karen Handel defeated Democrat Jon Ossoff in Georgia's special election to succeed now-Health and Human Services Secretary Tom Price.

The two campaigns and outside groups spent at least $36 million as of May 31, including more than $22 million from Ossoff's campaign. The election set a record for spending in a House race, according to NBC News.

In a speech with supporters after her win, Handel thanked President Donald Trump. Her mention was met with repeated chants of the president's name.

—CNBC's Jacob Pramuk contributed to this report.