Tommy Thompson still undecided about challenging Feingold

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 Gillibrand (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 Murray (D-Wash.).