Independent candidate Evan McMullin on Thursday said that he thinks he can win in Idaho and Wyoming as well as Utah in November.

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When asked by MSNBC's Chris Matthews if he thinks he could win another state besides Utah, McMullin replied that "Idaho and Wyoming are our best chances."

After Matthews pressed him about his chances, McMullin said winning another state won't be easy.

"We can, but look Chris we've been transparent about this whole thing the whole way through. I am an independent candidate, I don't have the support of a party, we have a strong message and we are running on that. We have limited resources so we have to choose very wisely about where we spend them and our time," he said.

In recent weeks, McMullin has been doing increasingly well in Utah polls, with some surveys showing him with more support than Donald Trump and Hillary Clinton.

McMullin's core support seems to come from many members of the Church of Latter Day Saints who could potentially help the candidate secure a historically Republican Utah.