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Davis said on West Virginia radio that she is "absolutely not" interested in running, adding that she doesn't want to "turn my back" on those who elected her for a second full 12-year term last year.

“I wanted to make it perfectly clear I’m not running, nor have I had any intentions of running for the United States Senate," Davis said.

She noted that she had thought about it, however, because "you can't ignore when people from Washington, D.C., give you a call."

Davis would've entered a tough race against Rep. Shelley Moore CapitoShelley Moore CapitoSenators push mandatory sexual harassment training for members, staff Senate GOP: We are unified on controversial tax policy change Senate Dems want B to address opioid epidemic MORE (R-W.Va.), one of two Republicans to enter the race for retiring Sen. Jay RockefellerJay RockefellerOvernight Tech: Trump nominates Dem to FCC | Facebook pulls suspected baseball gunman's pages | Uber board member resigns after sexist comment Trump nominates former FCC Dem for another term Obama to preserve torture report in presidential papers MORE's (D-W.Va.) seat and the favored candidate to win the GOP nomination.

And Davis admitted, when asked whether Capito could be defeated, that she didn't know.

"I think Shelley's a formidable candidate," she added, calling her "a force to be reckoned with."

Capito has indeed proven to be a formidable candidate in terms of fundraising, bringing in about $770,000 in the second quarter after raising $915,000 in the first quarter — all without a Democrat in the race.

Democrats will now turn their focus to Tennant, who is considering the race.

Davis had harsh words for the state Democratic Party, charging that "the old guard has let our party down."

"I think our party needs to wake up and step up, develop a plan, develop a vision and unite," she said.