The DUP have abstained on a number of amendments to the government’s Finance Bill.
The party also supported an amendment proposed by the Labour Party.
The debate on the Finance Bill is due to last throughout Monday evening and into Tuesday, with the DUP expected to abstain on more amendments.
The DUP have a confidence-and-supply arrangement with the Conservative Party.
The Conservative government agreed a financial package with the DUP in exchange for support on certain issues.
In recent weeks the relationship between the two parties has been strained following criticism by the DUP of the prime minister’s draft Brexit agreement.
The DUP have previously said it will review its arrangement propping up the Conservatives if the draft Brexit plan passes through Parliament.
To date the DUP’s 10 MPs have supported the government on key votes, but is opposed to the Irish border backstop proposal.
The DUP have previously only abstained on one bill.
Senior DUP sources told BBC News NI the party had taken the decision to abstain and then vote with Labour because “we are not a happy bunch”.
Another DUP source said it felt the government would respond in a “tetchy manner, but then ho hum because we’ve a few who are good at that too”.
The same source said the party does not believe the move breached the confidence and supply arrangement as the amendments were “cost neutral” – and that is now over to the government to respond.
However, the text of the confidence and supply deal states that the DUP agrees to support the government on “all motions of confidence… the budget, finance bills, money bills”.
Commenting on the DUP not voting with the government Labour’s Shadow Minister for the Cabinet Office, Jon Trickett MP, said: “We no longer have a functioning government. With Brexit only a few months away something has got to give.”
Analysis: Laura Kuenssberg, BBC political editor
Forget for a moment the “will they, won’t they” numbers game.
Unless and until the head honcho of the Tories’ backbench committee receives 48 letters there won’t be a vote of no confidence in the prime minister.
As far as we know tonight the total has not yet been reached.
One of those who has submitted their letter told me in no uncertain terms “where are the others?” – frustrated that many of his colleagues seem to have promised to be part of the action, but reinforcements are yet to arrive.
Read more: The DUP’s Brexit message to Theresa May