"For the many supporters who knocked countless doors, made thousands of telephone calls, and supported our campaign, I am deeply moved and grateful," Mullen wrote in an email to supporters after saying he won't run in 2014. "I'm not sure what the future holds, but in the meantime I've got diapers to change, dinner to prepare, and payroll to process."

Mullen nearly defeated Walorski in a GOP-leaning open seat in 2012, losing by just 1 percentage point, and was seriously mulling another run.

This election might have been a more challenging race for Mullen, as his unsuccessful campaign was helped by coattails from Sen. Joe DonnellyJoseph (Joe) Simon DonnellyLobbying world Trump nominees meet fiercest opposition from Warren, Sanders, Gillibrand GOP frets over nightmare scenario for Senate primaries MORE's campaign (D-Ind.). Donnelly had previously held the seat. But Mullen was likely Democrats' best chance at picking up the seat, leaving the party without a strong option to take on the freshman lawmaker.