Joanna Michael, 25, from St Mellons, Cardiff, rang 999 twice before Cyron Williams stabbed her to death in 2009.
The Independent Police Complaints Commission (IPCC) ruled she was failed by South Wales and Gwent Police.
The Supreme Court said Ms Michael's family would not be able to proceed with claims against the two forces.
Ms Michael's parents and children won the right to try to bring a claim for damages against both police forces in 2011, but it was thrown out by the Court of Appeal because police officers have immunity from negligence claims.
The family had hoped the Supreme Court would overrule the ruling, but were left disappointed on Wednesday when the justices sitting decided by a 5-2 majority to dismiss the family's appeal.
Speaking on the steps of the court Ms Michael's mother Angela said: "I have lost a wonderful daughter. The children have lost a loving mother and provider.
"I brought this case to secure damages for the children and also to make the police answerable for their failures to deal effectively with serious domestic violence cases."
She added: "I take some comfort that the appeal may bring this problem to the attention of the nation. It is unacceptable in modern Britain that a doctor can kill a patient through a negligent act or omission and be liable to pay compensation, but where the police fail and someone dies, they are immune in negligence."
The seven justices also unanimously dismissed a cross-appeal by the chief constables of South Wales and Gwent Police.
The forces wanted to block the appeal court judges' linked ruling that the family should be allowed to go ahead with a claim that their Article 2 rights under the European Convention on Human Rights were breached by a police failure to protect Joanna's life.
Reading out the judgement, Lord Neuberger passed on his "considerable sympathy" for Ms Michael's family.
On the night of the murder on 5 August 2009, Williams, 19 at the time, broke into Ms Michael's home and found her with another man.
She called 999 at 02:29 BST and told the Gwent Police operator that Williams was at the house and had threatened to kill her.
The call went through to Gwent Police but was passed to South Wales, the force covering the area of Ms Michael's address.
Once transferred, the call should have been graded as requiring an immediate response, but was instead graded at a lower level.
When officers had still not arrived, Ms Michael called 999 again at 02:43 BST and was heard screaming before the line went dead.
Police arrived at 02:51 BST but in the 22 minutes it took them to respond to her first call, the mother of two had been stabbed 72 times. Her children were in the house at the time.
Williams was jailed for life in March 2010, after admitting murder at Cardiff Crown Court.
The family of a woman who was murdered by her boyfriend after a 999 delay have been told they cannot sue two police forces for negligence.