USCIS would like to remind individuals applying for a change of status to H-4 that if you travel abroad before we approve your Form I-539, Change of Status (COS) application, we will consider your application to be abandoned. This means we will deny your COS application. If you filed your Form I-765, Application for Employment Authorization, and travel abroad before your COS is approved, it will be considered abandoned, along with your I-539 application. This will result in a denial of your Form I-765 even if you are re-admitted as an H-4 nonimmigrant. If re-admitted as an H-4 nonimmigrant, you would need to file a new Form I-765, with fee, in order to apply for employment authorization.
For more information, see the FAQs: Employment Authorization for Certain H4 Dependent Spouses webpage at www.uscis.gov.
From the USCIS public engagement system on 3/24/2016.