The US central bank will wrap up its two-day policy meeting later in the day and is expected to indicate whether it is on track to raise interest rates.
Trading volume was also thinner with one of the region's biggest markets - Japan- closed for a public holiday.
Australia's benchmark S&P/ASX 200 ended 1.85% lower at 5,838.60 points.
Chinese shares headed lower, with Hong Kong's Hang Seng index ending 0.15% lower at 28,400.34 points, while the Shanghai Composite closed flat at 4,476.62.
In South Korea, the benchmark Kospi index closed 0.2% lower at 2,142.63.
Shares in Samsung Electronics rose 1.4% higher after its earnings came in line with the guidance it released earlier this month.
The tech giant reported a first-quarter operating profit of 6 trillion won ($5.64bn; Â£3.63bn).

Sixty-two Russians and 20 nationals from Guinea-Bissau were detained when the navy raided the trawler, Oleg Naydenov, Senegal's military said.
Russia has condemned the "crude and aggressive conduct of Senegalese troops", Russian state media reported.
West African governments are battling to curb illegal fishing, which is threatening fishing stocks.
The French military is helping Senegal to tackle the problem.
The Oleg Naydenov was a "repeat offender" which had been spotted by a French military plane, Fisheries Minister Haidar El-Ali said at a press conference.
Senegal was planning to adopt a decree that would allow the government to take ownership of foreign ships "that  pillage our resources", he said.
Senegal could impose a fine of 200m CFA francs ($414,000; Â£253,000, 304,400 euros) for illegal fishing but it could be doubled for the Oleg Naydenov because it was a "repeat offender", Mr Ali said.
The minister said the US Agency for International Development estimated that Senegal lost about 150bn CFA francs a year because of illegal fishing by foreign trawlers.
"There are about 50 such ships operating off our coast, entering [Senegalese territorial waters] fraudulently from time to time. We will not allow this," Mr Ali said.
Russia's Foreign Ministry said on it was seeking explanations from Senegal over the "military action" taken against the trawler on Saturday.
In co-operation with a Russian fisheries agency official in Dakar, diplomats were "undertaking further steps aimed at the vessel's earliest release and departure", Reuters news agency quotes the ministry's statement as saying.
Asian shares were mixed on Wednesday as investors remained cautious ahead of US growth data and the outcome of the Federal Reserve meeting.
[NEXT_CONCEPT]
Senegal has seized a Russian vessel after accusing its sailors of fishing illegally in its waters.