The former senator from Pennsylvania made the remarks Friday at a news conference at a small airport in the town of West Chester, near Philadelphia.
Santorum flew to Pennsylvania after a period of intense campaigning in Florida, just days of that state's primary. He's facing an uphill battle there, where it has become a two-man fight between Newt Gingrich and Mitt Romney.
But Santorum said Friday that he hasn't even thought about dropping out. He won the Iowa caucuses, but later lost big in New Hampshire and South Carolina.
Santorum was slated to attend a fundraiser in the Philadelphia suburbs later Friday night. He also says he's going home to northern Virginia to do his taxes.