The most popular premier in Canada has explicitly ruled out a run for the federal Conservative leadership. Saskatchewan's Brad Wall, dubbed the last conservative provincial leader left in Canada, firmly closed the door while on SiriusXM radio's "Everything is Political" Thursday. Though Wall's conversation with David Akin focused mostly on TransCanada's plan to sue the U.S. government over its rejection of the Keystone XL pipeline, he was also asked about his rumoured federal ambitions.

Prime Minister Justin Trudeau greet Saskatchewan Premier Brad Wall as he arrives at the First Ministers meeting in Ottawa. (Photo: Adrian Wyld/CP) "I think Johnny Cash said that lies have to be covered up, but the truth can run around naked," Wall said. "So here's the naked truth: I am not running for federal politics. Period. I've said that several times." Though he added it was an honour to be thought of in such a light, Wall said he already has the "best job in Canada" and will be "re-applying" this April when Saskatchewan voters head to the polls. "People should be asking federal leaders, actually, 'Hey why don't you want to be premier of Saskatchewan?' Because I think this is the best job going," he said. Listen to his full interview: