(CNN) Arizona Senate candidate Kyrsten Sinema said Wednesday it's hard for her to say she's proud to be a Democrat and acknowledged that her television advertisements intentionally don't mention her party affiliation.

Asked on Arizona radio station KTAR if she was a "proud Democrat," Sinema responded, "Gosh, it's hard to say proud. I don't know that -- I'm not sure that people are even proud of parties anymore, because I feel like the parties are not doing a good job. So I would say that I'm a proud Arizonan. That's something I'm very proud of. And I'm proud of the work that I have done in Washington, DC, and the work I've done in the state Senate and the statehouse before going to Congress. But I'm not particularly proud of the parties."

Sinema's comments reflect her strategy of running as a moderate in Arizona, a state that hasn't elected a Democrat to the US Senate since the late 1980s. A former anti-war activist and state legislator, Sinema is running on her record in Congress as a centrist Democrat. Her race with Republican Rep. Martha McSally is one of the most competitive US Senate races this year. CNN rates the race as a toss-up.

Asked by the radio hosts if she had intentionally left out a mention of being a Democrat in her ads, Sinema responded, "That's right."

She continued, "Because I am an independent voice for Arizona and I want folks to -- when they see my ads or hear from me or when I'm talking to them and listening to them -- I want them to think about who I am as their elected official and as their public servant."