Yes and no. If you are receiving unemployment benefits, you will still receive your check. Read more here. However, the U.S. Department of Labor’s Wage and Hour Division has suspended operations and the Equal Employment Opportunity Commission is shut down as well. If you are a government worker out of work due to the shutdown, you are probably entitled to unemployment benefits. Keep in mind that if and when you receive retroactive pay, you may well have to repay the unemployment compensation.