While he may have lost his bid for the White House, John McCain did not lose his sense of humor.

“I’ve been sleeping like a baby,” the GOP candidate said on The Tonight Show Tuesday. “I sleep two hours, wake up and cry. Sleep two hours, wake up and cry.”

The Arizona senator’s 14th visit to the show brought a loud and spontaneous ovation from Jay Leno’s special Veteran’s Day audience of U.S. service men and women.

Noting that Americans “don’t like a sore loser,” McCain defended his choice of Sarah Palin as his running mate and of Joe the Plumber as his campaign everyman.

Asked why he thought he lost, he deadpanned: “I think my personality. Or maybe too many people saw me on the Jay Leno show.”

Avoided the Newspaper

On the day after the election, McCain said he and wife Cindy celebrated, if not a political victory, at least their release from the smothering oversight of the Secret Service.

“We got in the car and we went down to get a cup of coffee,” he said. “Not the newspaper though. We knew what it would say.”

McCain called Barack Obama “a good and decent person,” adding, “I salute and admire the Senator, uh, President-elect Obama.”

Leno noted that there seemed to be “two McCains” – one the funny Tonight Show guest and the other a not-so-entertaining presidential candidate.

“Well,” said McCain, “these are tough times. Frankly, I don’t think people wanted a stand-up comic.”

Proud of Sarah Palin

Although some polls – and any number of reports from unnamed “top advisors” – suggest that Palin hurt his candidacy, McCain would hear none of it.

“Nah,” he said. “Sarah Palin and her husband. … I’m so proud of her and very grateful she agreed to run with me. She inspired people and she still does. (She is) among a group of young Republicans who are the next generation of leadership of our party.”

But don’t expect another McCain-Palin ticket.

“In 2012, you’ll be 76,” said Leno.

“I’ll be ready to go again,” McCain joked to cheers. “No, I wouldn’t think so, my friend. It’s been a great experience.”

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