Mitt Romney says it "kills" him that he's not president. But he doesn't blame Superstorm Sandy, New Jersey Gov. Chris Christie or anything else on his loss to President Barack Obama--except his campaign's failure to connect with minority voters.

“I lost my election because of my campaign," Romney said on "Fox News Sunday" in his first television interview since his November defeat. "Not because of what anyone else did."

The former Massachusetts governor refused place blame on Christie, who some Republicans say gave Obama a last-minute lift in his embrace of the president in the wake of the storm.

Romney said his inability to win over black and Hispanic voters--and the damage done by those disastrous "47 percent" comments--ultimately derailed his White House bid.

Ann Romney, though, pointed the finger at the fourth estate. “It was not just the campaign’s fault," Ann Romney said. "I believe it was the media's fault as well, in that he was not being given a fair shake--that people weren’t allowed to really see him for who he was. I’m happy to blame the media.”

Her husband, she said, "has an enormous skill set in dealing with difficult issues and I totally believe at this moment, if Mitt were there in the office, that we would not be facing sequestration right now."

Mitt Romney said President Obama has failed to lead on the sequester.

"He didn’t think the sequester would happen," he said. "It is happening. To date, what we’ve seen is the president out campaigning to the American people, doing rallies around the country, flying around the country and berating Republicans and blaming and pointing. Now, what does that do? That causes the Republicans to retrench and to put up a wall and to fight back.

"I'll look at what's happening right now, I wish I were there," he said. "It kills me not to be there, not to be in the White House doing what needs to be done."

On election night, Romney said, he was "convinced" he'd win the election--until Ohio went in Obama's favor.

Story continues

“It was a slow recognition until ultimately when the Ohio numbers began coming in and they were disappointing,” he said. “By 8 or 9 o’clock, it was pretty clear that we were not going to win.”

Romney, who has avoided the press since his loss to Obama, likened the election and its aftermath to an amusement park ride.

"We were on a roller coaster, exciting and thrilling, ups and downs," Romney said. "But the ride ends. And then you get off. And it's not like, oh, can't we be on a roller coaster the rest of our life? It's like, no, the ride's over."