In early 2016, while both parties' presidential primary election seasons were in progress, Sasse announced that he would not support Republican front-runner Donald Trump should Trump become the party's candidate; he was the first sitting senator to make such an announcement.[35] Sasse questioned Trump's commitment to the U.S. Constitution, in particular accusing him of attacking the First Amendment; he stated that Trump had refused to condemn the Ku Klux Klan; and he suggested that Trump "thinks he's running for King".[36] He stated that if Trump won the party's nomination, then he would vote neither for him nor for Democratic front-runner Hillary Clinton, but would probably "look for some third candidate—a conservative option, a Constitutionalist".[36] According to a Sasse spokesman, he did not say that he would necessarily leave the party if Trump was nominated.[37]
Trump, asked about Sasse's third-party suggestion, stated "That would be the work of a loser."[37] Several Nebraska Republican politicians, among them state senators Bob Krist and Beau McCoy and U.S. senator Deb Fischer, took exception to Sasse's statements: Krist described Sasse's comments as "very immature", and declared that Sasse should "quietly and in a statesman-like manner allow the system to work out and provide the leadership that needs to be provided"; Fischer stated that a third-party alternative to Trump would essentially guarantee a Clinton victory.[38]