With his claims of being shot in the war in doubt, Republican U.S. Senate candidate Tim Sheehy has admitted there is no record to prove his gunshot wound story.

“There is no comprehensive medical record for any of these things,” the Montana candidate and former Navy Seal told conservative radio host Megyn Kelly during a recent interview.

Sheehy has insisted he was shot in the arm while fighting in Afghanistan – and to question that story amounts to false accusations of stolen courage.

But a former ranger at Glacier National Park in Montana’s Rocky Mountains has publicly recounted how Sheehy shot himself in the park in 2015 before going to a hospital for emergency treatment. The ranger then fined Sheehy $525 for illegally discharging a firearm in the national park — which he paid, according to government records, as the Washington Post previously reported.

A spokesperson for Sheehy has accused the ranger, a registered Democrat named Kim Peach, of spreading a “defamatory story.” Sheehy himself has tried to counter Peach’s version of events, saying he was never struck by gunfire that day in 2015.

Repeating to Kelly, Sheehy says he fell while walking, causing his gun to go off. The only reason he went to the hospital was because he was afraid that the bullet he already had in his arm from his service in Afghanistan might have dislodged.

Nevertheless, Sheehy also claims that he refused to report being shot by friendly fire in Afghanistan because he did not want his fellow military members to be investigated for a relatively minor wound, as he put it in his interview with Kelly.

Kelly urged Sheehy to see if medical records would corroborate his version of events. But Sheehy eventually acknowledged that he had no such data.

“It’s not – I mean, that’s the point,” Sheehy noted to Kelly. “You’re going to check it out – and you’re going to leave. There is no comprehensive medical record for this kind of thing.

Kelly responded, “It’s so confusing,” and then she bluntly asked Sheehy if he had ever shot himself in the arm.

“No, that was never the accusation,” Sheehy said. “That – the thing is, you know, it was friendly fire that ricocheted down and it wasn’t reported at the time.”

Sheehy’s military colleagues reportedly do not recall him reporting a gunshot wound or seeing such an injury while on active duty.

The conversation between Sheehy and Kelly came in the late stages of his bid to unseat Democratic incumbent Jon Tester in a race that could determine whether Republicans can win back control of the Senate from their opponents after Tuesday’s presidential election. On Monday, Sheehy led the race by nearly 5%, according to 22 polls cited by Hill and Decision Desk headquarters.

Sheehy has built that projected lead despite some controversy and uncertainty surrounding his shot injury.

He was criticized for accusations that he characterized Crow Native Americans as “drunken Indians.”

An aerial fire company he once led also faced criticism after he raised $160 million in bonds, ostensibly to hire more workers and build two new aircraft hangars. But, as NBC News reported, the company spent most of the money to repay earlier investments from New York-based company Blackstone.

NBC News also reported in October that Sheehy’s military discharge papers contradicted his 2023 memoir Mudslingers.

The book – which repeated some of his comments to Kelly – claimed Sheehy was discharged from the army for medical reasons. But, as NBC News noted, the paperwork itself says Sheehy voluntarily resigned from the military without citing any medical condition as the reason.