Saskatchewan Premier Brad Wall won't be applying to become the new leader of the Conservative party.

The Conservative party president, John Walsh, released a short statement saying Stephen Harper instructed him to begin the next leadership selection process.

During CBC's election night coverage, radio host Susan Bonner spoke to Saskatchewan Premier Brad Wall about the election outcome, and whether he was considering a shift to federal politics.

"Would you run for the Conservative leadership if it opens up?" asked Bonner.

"I have the best job in Canada," Wall replied. "I keep saying that because I believe I'm fortunate to have it. In March we will be having our own election, and I will be applying for that job."

Wall has been considered a contender for Conservative leadership due to his popularity. He's been found to be Canada's most popular premier several times in an annual Angus Reid poll.

Wall is not bilingual, which would be a barrier if he were to decide to run.