In light of House Majority Leader Eric Cantor's stunning defeat in a Republican primary this week, national Republicans have looked with renewed concern toward Mississippi, where another incumbent, Sen. Thad Cochran, is facing an existential threat from an insurgent challenger in a primary run-off.

But, three days later, Cochran still doesn't know what happened.

Asked Friday by a Fox News reporter to react to "what happened in Virginia," Cochran responded, "I don't know what you're talking about. What happened in Virginia?"

"With Eric Cantor losing his seat," the reporter prompted.

"Well, I haven't really followed that campaign very closely at all," Cochran said.

After the reporter explained to Cochran that Cantor, the majority leader, had lost his seat in Congress, Cochran still seemed nonplussed and expressed doubt that Cantor's defeat could have broader implications.

"Yeah, well, that happens with members of Congress. Some win, some lose," Cochran said. "It's not an automatic proposition that you get re-elected just because you've done a good job. Voters make their own decisions, and I respect their judgment."

Cochran will face Chris McDaniel, a Tea Party challenger, in a primary run-off June 24, because neither candidate topped 50 percent in the first primary vote earlier this month.

Conservatives have tried to point to the unlikely outcome in Virginia as proof positive that anti-establishment momentum is building in this election cycle, which would likely benefit McDaniel in the race.