Sarah Palin is not close to forming a presidential exploratory committee, and the former Alaska governor may even skip that step if she decides to mount a White House bid.

In an interview with Sean Hannity on Fox News, Palin on Tuesday night said the formation of an exploratory committee "isn't even on the radar," claiming it's too early for such a move.

After Hannity noted that other GOP politicians have already formed exploratory committees, Palin indicated that if she gets in, she won't be putting her toe in the water.

"I've never really run for anything conventionally. ... I've just jumped in there and done it when I've known it's the right thing to do. So it's going to be an unconventional run if I choose to do that."