"I spoke with a leading Democrat. I won't mention his name, but one of the top leaders of the Democratic Party. He said, look, I thought you had won one week out," Romney said.

Despite his disappointment, Romney said he did not plan to run again for the Republican nomination.

“No, we’ve got other people," he said. "I got my chance. I took my message to the American people. I was not successful. It’s time for someone else to take their message to the people and see if they can be successful."

Romney also said he did not believe that the Internal Revenue Service's targeting of conservative political groups cost him the election. Still, the former Republican nominee called news of the scandal "infuriating."

"It's not fun to lose an election, but to hear that the government of the United States, and particularly an agency that has all the information about the American people, was using that power to help defeat me in one way or another is really quite upsetting," Romney said.

Romney also deferred when asked about recent reports revealing the National Security Agency's Internet and phone surveillance programs, saying Obama would likely "get a pass" if the programs worked as described.

“I'm not going to jump on the bandwagon of attacking the president on everything that is going on in Washington," Romney said.