"I keep looking for the most effective way to get the country on the course of remaining strong and powerful in terms of our values, our military, our soft power, our economy," Romney said.

"Obviously I don't have the influence I would have had if I had won that election," he added.

According to reports, Romney has joined Solamere Capital, a private-equity firm started by his son and his former campaign finance manager. Solamere is hosting a retreat this summer for potential Republican presidential candidates and top Republican donors in Park City, Utah, according to the Chicago Tribune.

Still, Romney found some silver lining in having lost the 2012 election.

"I have to admit, being able to go back to our own life, going to the grocery store, shopping on my own, is kind of nice to do by myself, without a bunch of people hanging around with me. So I like the life of being an American citizen. It's good to live a normal life again," he said.