Senator John McCain during an interview with host Jay Leno on November 11, 2008
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McCain, however, defended Palin to Leno.
"Did you expect mavericks to stay on message?" he said with a nervous chuckle, adding that he was "proud" of Palin.
The man who lost his second bid for the presidency had kind words for Obama as well.
"I salute, as you know, and admire and respect the winner, Sen.-President-elect Barack Obama," he said.
McCain said he would return to the Senate and "continue to serve. That's been my life."
McCain has no other interviews scheduled, but he is hitting the campaign trail again this week, stumping for Republican Sen. Saxby Chambliss of Georgia, who is in a run-off against Democratic challenger Jim Martin.
Palin, however, is still discussing the presidential campaign. She has another interview scheduled today with CNN, and on Thursday she will hold a news conference in Miami before being a featured speaker at a Republican Governors Association gathering there.
Palin has described the campaign as "brutal," scoffed at media coverage of her, admitted she sometimes went off message and reportedly tried to give her own concession speech on the night that McCain had to admit defeat.
She has suggested that she may run again four years from now.
"If there is an open door in '12 or four years later and it's something that's going to be good for my family, for my state, for my nation, an opportunity for me, then I'll plow through that door," she told Fox News this week.
Torie Clarke, a veteran of the Bush administration and a political analyst for ABC News, said that there are many Republicans who weren't laughing at McCain's jokes and feel that it was Palin who has been a good sport.
"There are plenty of people in the Republican Party who are angry at John McCain for mishandling Palin and then trashing her at the end," Clarke told ABCNews.com.
The leaks about Palin began slipping out in the waning days of the losing GOP campaign, complaining she was "going rogue."
"Most people who watched the last weeks of that campaign think she was an incredibly good sport to put up with that stuff," Clarke said. Palin sounded concerned about Obama as the nation's next commander in chief.
"Well, you know, we've got make sure there too that Barack Obama surrounds himself with strong commanders who understand that our boys, our girls, with their boots on the ground -- their lives, my son's life, is in his hands," she said on CNN.
Palin's oldest son, Track, is serving in Iraq.
She hasn't given up on her campaign charge that Obama had "palled around" with a terrorist, citing Obama's acquaintance with 1960s radical Bill Ayers.
"I still am concerned about that association with Bill Ayers. And if anybody still wants to talk about it, I will, because this is an unrepentant domestic terrorist who had campaigned to blow up, to destroy our Pentagon and our U.S. Capitol. That's an association that still bothers me," Palin told CNN.
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