Yet the 42-year-old told a Boston radio station that Massachusetts is in "desperate" need of fresh political blood.
"This state, next to Illinois, is probably looked on as one of the most corrupt, laughable political scenes in the nation, and it should be just the opposite," he said during one of his regular appearances on WEEI-AM, a sports radio station. "I think there's so much broke here, that the fixing piece, I don't think you'd have to look very hard to pick up the pieces of debris and start to reform and fix it."
While Schilling has never run for or held political office, he said it's an asset because he's unencumbered by special interest connections.
"My credentials are that I have no baggage," he said.
The typically blunt Schilling also wasn't afraid of speaking in a politically incorrect manner.
"The person that works 9-to-5 for crap dollars gets spat on, and it's becoming a state that's next to impossible to live and prosper in, and I think it was anything but when it was founded," he said at one point. At another, he proclaimed, "The status quo sucks. The status quo is not working."
Kennedy died last week of brain cancer at age 77. A primary is scheduled for Dec. 8 and the general election will be Jan. 19.
Schilling has campaigned for Republicans but would have to run as an independent because his voter status is "unenrolled."
He said he would have to make a decision "in relatively short order" but gave no specific deadline. And he expressed surprise at the reaction after he told a cable television reporter he was considering a campaign.
"The chances of it happening are slim to none, but they ran with I've been thinking about it, so it's gone nuts," he said.