"As long as it's not me, I'll be cool," Perry said.

Earlier Thursday, Perry joined a group of other governors in a high school gymnasium to rally on behalf of his former rival.

"The difference between the current president of the United States and the next president of the United States is this man trusts you," Perry said. "Barack ObamaBarack ObamaWhite House staff to skip correspondents' dinner Overnight Energy: Trump signs climate order | Greens vow to fight back GOP lawmakers defend Trump military rules of engagement MORE does not trust you. He does not trust you to make decisions about your health care, he does not trust you to make decisions about your children's education, and he does not trust you to make decisions about your energy policy."

Perry also applauded Texas Solicitor General Ted CruzTed CruzTrump: 'No doubt' we'll make a deal on healthcare Wounded Ryan faces new battle The mystery of Ivanka Trump MORE for winning the Senate primary against Lt. Gov. David Dewhurst earlier in the week. Perry had endorsed and campaigned for Dewhurst, although Cruz was buoyed by endorsements from high-profile Tea Party and conservative lawmakers and organizations.

"Ted Cruz ran one of the most amazing, well-disciplined focused campaigns that I have seen in my life," Perry told CNN. "He did a great job of articulating his anti-Washington message and just totally penetrating through in very powerful and believable way."