In his first interview since losing the 2012 presidential election, former Massachusetts Governor Mitt Romney criticized President Obama’s early second-term performance and told Fox News Sunday that he’s still very much stung by his defeat.

“I look at what’s happening right now -- I wish I were there,” Romney told Chris Wallace, in a taping conducted last week in California. “It kills me not to be there, not to be in the White House doing what needs to be done.”

Related: Boehner: 'I don't think anyone quite understands' how sequester gets resolved

Romney criticized President Obama’s handling of the budget showdown engulfing Washington, saying, “We don’t have to have gridlock settings one after the other, on issue after issue.”

Romney, who campaigned largely on a promise that he would cut the debt and federal spending, said that the current debate over the nation’s fiscal course, including the so-called “sequester” cuts, represents a missed opportunity. “I see this as this huge opportunity, and it’s being squandered by politics, by people who are more interested in a political victory than they are in doing what’s right for the country. And it’s very frustrating.”

Former Gov. Mitt Romney calls the controversial statement "unfortunate" and admitted that it was "harmful" to his campaign.

His wife, Ann Romney, conceded that she was not fully over the election defeat. "It would have been much better for America, I believe, in my heart if he had been there right now." When asked what she thought about President Obama’s campaign, Mrs. Romney told Wallace “I think it was a winning campaign. It worked.” Wallace asked her if she thought the president’s campaign was fair, and she quickly responded that she did not, and that Obama had distorted public perception about her husband, who she called an “exceptional, wonderful person… that really, truly cared about the American people.”

Romney also allowed he made some mistakes during the course of his campaign. One issue that plagued him at the end of his run was the release of a secretly recorded video showing him speaking at a fundraiser, in which he said that 47% of Americans would vote for the president no matter what, as they were “dependent on the government.” He told Wallace that the statement was “very harmful” and “not what I believe.”

House Speaker John Boehner tells Meet the Press moderator that the House will act on a continuing resolution to keep the government open.

“There’s no question that hurt and did real damage to my campaign,” Romney admitted.

At the same time, however, Romney said that the “attractiveness” of the president’s health care plan was “a feature that we underestimated, particularly among” low-income voters.

The couple were asked what it has been like to be out of the public eye, without the massive staff, security and press entourage that was with Romney's campaign at every move. Ann Romney called the abrupt change an "adjustment, but it’s one that I think we did well."

Romney is making his first public address in two weeks, at C-PAC, a conservative group's annual conference in Washington, D.C. He told Fox that while he was not expecting the Republican party to necessarily hang on of his every word going forward, he does still want to be involved. “I’m not going to disappear,” he said. “I care about America. I care about the people that can’t find jobs.”

The interview was filmed at the home of Romney's youngest son, Craig, in the San Diego area. Craig and his wife, Mary, just welcomed newborn twins, Winston and Eleanor, two weeks ago, bringing the total number of grandchildren to twenty, a reality that was on the former candidate’s mind when discussing current events and his future plans.

“I care about my twenty grandkids – the kind of America they’re going to have. And sitting in the sidelines when so much is at stake is just not in my nature,” Romney told Wallace.