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Santorum's comments come after his losses Tuesday in Arizona and Michigan, where he gave GOP front-runner Mitt Romney a tough race. Both men campaigned hard in Michigan but immediately moved on to the Super Tuesday states — Santorum was in Ohio on Tuesday and will be in Tennessee on Wednesday. Shortly after his radio appearance, Santorum said that he also expected to do well in Ohio.

"We feel very confident that we’ll do extremely well there. We’re doing battle" Santorum said the same morning on Fox News.

Romney is in Ohio Wednesday, and Gingrich is in Georgia.

Oklahoma's senators have weighed in on the primary. Sen. Tom CoburnThomas (Tom) Allen CoburnMr. President, let markets help save Medicare Pension insolvency crisis only grows as Congress sits on its hands Paul Ryan should realize that federal earmarks are the currency of cronyism MORE (R-Okla.) has not endorsed and Sen. James InhofeJames (Jim) Mountain InhofeDefense bill moves forward with lawmakers thinking about McCain Overnight Energy: EPA moves to roll back chemical plant safety rule | NASA chief says humans contribute to climate change | Pruitt gets outside lawyer House lawmakers to unveil water resources bill on Friday MORE (R-Okla.), previously a Rick Perry backer, has not endorsed again. Inhofe, however, recently said that Santorum is his preferred candidate on the economy, defense and energy.

"In terms of the candidates that are there right now, I’d certainly say Rick Santorum has a better record addressing the four major issues that concern me," Inhofe said earlier in February.

Inhofe also said at the 2012 Conservative Political Action Conference that he knows the former Pennsylvania senator very well.

"I know his heart," Inhofe said at the conference. "I probably know Rick Santorum better than anyone in this audience."

—This story was updated at 10:46 a.m.