• Tuesday is the big election for the US Senate in Montana between Tim Sheehy and Jon Tester.
• Sheehy is still dealing with a gunshot wound incident that rocked the race earlier this year.
• The Senate race could determine whether Democrats retain their majority in the House.

Tim Sheehy, a Republican U.S. Senate candidate in Montana and a former Navy SEAL, recently appeared on a Megyn Kelly podcast where he attempted to talk about how he suffered a gunshot wound to the arm.

It’s an issue that has dogged Sheehy during his race against three-term Sen. Jon Tester, a contest that could determine whether Democrats retain their majority in the Senate.

In October, Kim Peach, a former US Park Service ranger, told The Washington Post that Sheehy told him in 2015 that he had accidentally shot himself in the right arm while in Glacier National Park in Montana.

Sheehy admitted as much to The Post earlier this year he lied to the ranger about his injuries in the national park. (Sheehy has said publicly that he was shot while serving in Afghanistan.)

The GOP candidate said he told Peach in October 2015 that his Colt .45 revolver fell to the ground and fired to prevent members of his unit from being investigated over what he described as a shooting abroad in 2012 that could have come from friendly fire, The Post reported.

Kelly gave Sheehy the floor during her SiriusXM show last Friday to address the issue.

“So just to be clear, did you shoot yourself in the arm?” the conservative host asked.

Sheehy responded, “No, that was never the allegation. The point is that it was friendly fire that ricocheted downward and was not reported at the time.”

Kelly pressured Sheehy again when he shot himself in Glacier National Park. He said no. Kelly asked again, and Sheehy again denied that this had happened.

“I then got injured and went to the hospital,” he said. “They needed a police report because any gunshot wound requires a police report of any kind.”

Sheehy told Kelly that he fell and injured himself in the park, which he said “expelled” the Afghanistan bullet in his arm.

She asked Sheehy if there were any medical records showing he was not treated for a gunshot wound during his 2015 hospital visit.

“There is no comprehensive medical record for this kind of thing,” he replied.

Sheehy suggested he may have been injured by an Afghan ally, noting that it was “very, very common that you would have Afghans who, intentionally or unintentionally, would end up shooting friendly troops.”

He added: “It was a dangerous environment where you’re dealing with actual hostile forces… but half the time you also have to keep one eye on our partner forces.”

During the interview, Sheehy called the story “a distraction.”

For months, Tester has used the issue to raise questions about Sheehy’s honesty.

“He has done things that in a previous cycle would have been disqualifying in and of themselves,” Tester recently told The New York Times. “But we’re in a different time now and we’ll see. I still think the people of Montana are going to respond to this in a way that’s not going to be good for him.”

Tester, a moderate Democrat, is trying to defy his rural Western state’s conservative bent in an election where former President Donald Trump — who has endorsed Sheehy and remains popular in Montana — will be on the ballot.

To secure a fourth term, the Democratic incumbent must win over virtually all members of his party, perform strongly among independents and shake off a number of Republicans.

GOP leaders have praised Sheehy’s military record and entrepreneurial background since he entered the race, and they are encouraged by recent polling from the race.

In an October New York Times/Siena College poll, Sheehy led Tester by eight points (52% to 44%) among likely voters. And a recent Emerson College/The Hill poll gave Sheehy a four-point lead (50% to 46%) over Tester among likely voters.

However, a Mountain States Poll released last month showed the race was much closer, with Sheehy and Tester tied (43% to 43%). Tester also has a history of winning tough races, a testament to the political brand he has cultivated independently of national Democrats.

Business Insider has reached out to the Sheehy campaign for comment.