(CNN) - Sen. John McCain on Sunday said he's "very happy" with the way his campaign is going, despite his "underdog" status.
"We're going to be in a tight race and we're going to be up late on election night. That's just - I'm confident of that. I've been in too many campaigns, my friend, not to - not to sense that things are headed our way," McCain said Sunday on "Fox News."
Sen. Barack Obama leads McCain by 6 points, according to CNN's latest average of national polls.
"I love being the underdog. You know every time that I've gotten ahead, somehow I've messed it up," the Republican candidate said.
Asked if Gov. Sarah Palin has become a drag on his ticket, McCain said, "I could not be more pleased."
"She has excited and energized our base. She is a direct counterpoint to the liberal feminist agenda for America. She has a wonderful family. She's a reformer. She's a conservative. She's the best thing that could have happened to my campaign and to America," he said.
In response to a question from Fox's Chris Wallace, McCain said he has considered the possibility that he could lose, but added, "I don't dwell on it."
"I've had a wonderful life. I have to go back and live in Arizona, and be in the United States Senate representing them, and with a wonderful family, and daughters and sons that I'm so proud of, and a - and a life that's been blessed," he said. "I'm the luckiest guy you have ever interviewed and will ever interview. I'm the most fortunate man on earth, and I thank God for it every single day."
McCain said if things don't turn out his way on November 4, "Don't feel sorry for John McCain, and John McCain will be concentrating on not feeling sorry for himself."