Olympia Snowe told Politico Cheney's decision to take on the three-term senator is "unfortunate" and "regrettable."
"There is no reason to challenge him," Snowe said. "What is the basis? That he's not working hard enough? He's working very hard."
Snowe called Cheney, the daughter of former Vice President Dick Cheney, "a talented, very capable woman."
However, she added it is important to retain Mike Enzi because of where the party stands now.
Snowe and former GOP Rep. Steve LaTourette of Ohio are banding together to protect centrist members of the Republican Party.
LaTourette told an interviewer they'll take a close look at the Wyoming race in addition to protecting Sen. Susan Collins in Maine and Rep. Shelley Moore Capito in West Virginia.