"I just never saw me doing this all my life," Matheson also said in the interview. "I always thought there would be other chapters in what I do in my public service career and this just seemed the right time to move on to the next opportunity."
Matheson is rumored to be eying a run for either the Utah governor's mansion or a challenge against Sen. Mike Lee (R-UT) in 2016. Lee's approval numbers among Utahns plummeted in the aftermath of a botched effort to defund the Affordable Care Act.
"If Matheson decides to run in  against Mike Lee, it would be a huge pickup opportunity," Utah Democratic Party Executive Director Matt Lyon told TPM.
It's unclear whether Matheson is leaning more toward the governor's mansion or the Senate. Lyon noted that it's uncertain whether Utah Republican Gov. Gary Herbert will run for reelection and that there are a number of other GOPers that could challenge Herbert or run if he decides not to seek reelection.
"With the governor, I think it's certainly a possibility because his father was governor and he's got kind of track record and big history of that," Lyon said. "Lee is extremely unpopular in the state. I mean I'm pretty well convinced that he's going to be a one-term Republican senator. He's not liked by the higher up Republican party, he's not liked by the business community. He's seen as kind of out of touch and extreme and his favorabilities are down below 50 percent. I mean it's the lowest of any elected official in the state."
Republicans, meanwhile, argue that the fact that Matheson is a Democrat limits his options.
"Utah Democrats haven't won statewide in almost 20 years, haven't elected a governor in over 30, and haven't sent a senator to Washington since the Nixon administration," a Utah Republican Party official told TPM. "Tough to see a path forward for either of those offices."
Polling on Matheson running statewide is sparse, but a PPP poll in 2011 found that Matheson would be a serious candidate for either the Senate or governor. In a hypothetical matchup against Sen Orrin Hatch (R-UT), Hatch led Matheson by just one percentage point, 45 percent to 44 percent. Against Herbert, Matheson trailed by only two percentage points. The PPP poll found Herbert leading Matheson 45 percent to 43 percent, a strong showing for Matheson given the fact that he would be running in a deep red Republican state. Still, that was in 2011 and 2016 is a long way off.