In an interview posted and dated as Friday, Cochran asked a Fox News reporter for a clarification when asked whether Dave Brat's political upset in Virginia will influence his tightly contested Mississippi primary.
"What happened in Virginia the other day: Does that concern you for your chances here in this runoff?" the reporter asked.
"I don't know what you're talking about. What happened in Virginia?"
The reporter then clarified he meant Cantor's loss to a Tea Party darling in a Republican primary, to which Cochran responded, "Well, I haven't really followed that campaign very closely at all."
When the reporter asked if Cochran was declining to comment, Cochran doubled-down on his lack of knowledge.
"No, I can make a comment. You asked me what happened. I don't know. I didn't follow that campaign very closely."
On Wednesday, Mississippi News Now reported Cochran commented on the race, saying, "I like a lot of people were surprised by the margin of victory for his opponent but that happens in politics," said Cochran.
"I think it's a competition for ideas now as exactly in the re-election campaign whether you want somebody with experience in helping support our state and it's needs or someone who's trying to tear down the federal government just for the sake of tearing it down."
Notable deaths of 2014 [PHOTOS]