WASHINGTON -- Former Democratic vice presidential candidate Joe Lieberman won't say whom he's supporting in November.

"I'm going to try to stay out of this one," Lieberman told Chris Wallace on "Fox News Sunday." Lieberman, an independent senator from Connecticut who caucuses with Democrats, controversially endorsed John McCain (R-Ariz.) over Barack Obama in the 2008 election.

Wallace joked that endorsing candidates "didn't work out so well the last time" after Lieberman said he would do something different this year.

"I'm not running for re-election," he said. "I'm enjoying not being involved in the nastiness of campaigning in America these days."

Lieberman also declined to say whether he would vote for Obama or likely Republican nominee Mitt Romney.

"This year, when it comes to the presidential election, I'm just going to do what most Americans do: Go in the voting booth on election day and in the privacy of the booth cast my vote," Lieberman said. "This is a very important election. One thing I will say -- it seems obvious from the polling that is going on the whole year -- the American people are very unsettled; they are uneasy about the economy, about the government."

"They have changed their mind a lot as this has gone on," Lieberman added. "This is going to be a very close and unpredictable presidential election right down to Election Day."