Tuesday morning, O'Donnell cast her vote in Wilmington and later greeted voters outside a polling station.
"We'll celebrate tonight," she said in a tweet to supporters. There would be no victory party for O'Donnell tonight.
Delaware is a small state of less than one million people. With the industrial north and rural south, it has its own political culture and history. While viewed by many as a Democratic blue state, its statewide office-holders have flipped parties with regularity.