(CNN) As President Donald Trump's former chief strategist Steve Bannon warns he may target every incumbent Republican senator except Ted Cruz, his top recruit to take on Wyoming Sen. John Barrasso, former Blackwater CEO and founder Erik Prince, confirmed Wednesday night he is actively considering a bid.

"All I'll say is I'm exploring my options," Prince said during an interview on CNN's "Erin Burnett OutFront."

He continued, "I am a Wyoming resident. I've had a home there for 25 years, was a resident of Wyoming for many years, already back when I was on the SEAL team, so it is an option I'm looking at."

Pressed by Burnett that his answer "sounds like a yes," Prince repeated that "it's an option I'm looking at."

Backed by Steve Bannon, will Erik Prince challenge Sen. John Barrasso in Wyoming? "It's an option I'm looking at" https://t.co/87u8PzxizJ — OutFrontCNN (@OutFrontCNN) October 26, 2017

Prince added that he only talks to Bannon "once in a while, not often" because "he seems to be a pretty busy guy these days." The interview comes just weeks after a source familiar with Bannon's thinking confirmed to CNN that Bannon was looking to persuade Prince, the brother of Education Secretary Betsy DeVos, to throw his hat in the ring. Bannon was successful last month in throwing his support behind Roy Moore in Alabama's GOP Senate primary, defeating Trump's preferred candidate, Sen. Luther Strange.

Read More