Former Wisconsin Gov. Tommy Thompson (R) said he is the only one who knows if he'll run for Senate and noted he hasn't made up his mind.

Thompson is set to announce whether he will run against Sen. Russ Feingold (D-Wis.) on Thursday.

Following a report Wednesday that said he wouldn't challenge Feingold this year, Thompson told the AP, "The only person who knows what I'm going to do is myself, and I don't know what I'm going to do."



At the same time, close adviser Bill McCoshen said a Thompson Senate bid is looking "less likely."

Thompson is slated to speak at a Tea Party rally Thursday, and the organizer of the rally said it's his understanding that Thompson's intentions will be announced by the end of his speech.


If Thompson doesn't run, it would be the second setback in two days for the GOP, which lost out on getting New York Gov. George Pataki (R) into the race against Sen. Kirsten GillibrandKirsten Elizabeth GillibrandAfter Texas shooting, lawmakers question whether military has systemic reporting problem Senators push mandatory sexual harassment training for members, staff CNN to air sexual harassment Town Hall featuring Gretchen Carlson, Anita Hill MORE (D-N.Y.) on Tuesday.

The other big prize looming is former Washington gubernatorial nominee Dino Rossi, who is weighing a challenge to Sen. Patty MurrayPatricia (Patty) Lynn MurrayA bipartisan bridge opens between the House and Senate Overnight Health Care: ObamaCare sign-ups surge in early days Collins, Manchin to serve as No Labels co-chairs MORE (D-Wash.).