Mississippi Gov. Phil Bryant (R) said Tuesday he will not appoint himself to replace Sen. Thad Cochran William (Thad) Thad CochranEspy wins Mississippi Senate Democratic primary Bottom Line Mike Espy announces Mississippi Senate bid MORE (R-Miss.) when Cochran steps down next month.

According to The Associated Press, Bryant said he wants to finish out his second term in the governor's mansion, which ends in 2020. He also said there is "something nefarious" about a governor appointing himself to the Senate.

"Washington’s not where I want to be just now," Bryant said, according to the AP.

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Cochran announced on Monday that he would resign on April 1, citing his health. Cochran, who is among the longest-serving senators currently in office, first entered the chamber in 1978.

Cochran's term is not up until January 2021, meaning that Mississippi will hold a special election later this year to choose a successor to serve out the remainder of his term.

In the meantime, Bryant can appoint someone to temporarily fill the Senate seat.

The Washington Post reported last month that Senate Majority Leader Mitch McConnell Addison (Mitch) Mitchell McConnellOcasio-Cortez to voters: Tell McConnell 'he is playing with fire' with Ginsburg's seat McConnell locks down key GOP votes in Supreme Court fight Video shows NYC subway station renamed after Ruth Bader Ginsburg MORE (R-Ky.) had privately urged Bryant to appoint himself to succeed Cochran if the senator resigned. President Trump Donald John TrumpBiden leads Trump by 36 points nationally among Latinos: poll Trump dismisses climate change role in fires, says Newsom needs to manage forest better Jimmy Kimmel hits Trump for rallies while hosting Emmy Awards MORE was also reportedly on board with that proposal.