Updated

Former Gov. Tommy Thompson says he can't describe how badly he wanted to run for U.S. Senate, but his family convinced him not to do it.

Thompson announced at a tea party rally in Madison on Thursday that "it's time for new voices and new faces." He called the decision not to run traumatic.

Thompson says he almost changed his mind when many in the crowd of thousands started chanting, "Run Tommy Run!" But he says he looked over at his son and daughter who were both shaking their heads "no."

Thompson says he'll never say this is the last time he'll consider running for office. But he admits this year was the best shot he had at winning.