Montana's Republican Senate candidate is still explaining the gunshot wound story

• The key U.S. Senate race in Montana between Tim Sheehy and Jon Tester is Tuesday.
• Sheehy is still dealing with a shooting incident that roiled the race earlier this year.
• The Senate race could determine whether Democrats retain their majority in the House of Representatives.

Tim Sheehy, the Republican candidate for U.S. Senate in Montana and a former Navy SEAL, recently appeared on a podcast hosted by Megyn Kelly to discuss how he suffered a gunshot wound to the arm.

It's a theme that has dogged Sheehy throughout his race against three-term Sen. Jon Tester, a contest that could determine whether Democrats maintain their majority in the upper chamber.

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

Sheehy admitted this to the Post earlier this year he lied telling the ranger that he was wounded in the national park. (Sheehy has publicly stated 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 for a 2012 overseas shooting that he as a result of friendly fire, The Post reported.

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

“To be clear: Did you shoot yourself in the arm?” the conservative host asked.

Sheehy replied: “No, that was never the accusation. The point is that it was friendly fire that bounced from a distance and was not reported at the time.”

Kelly again urged Sheehy when he shot himself in Glacier National Park. He said he didn't do it. Kelly asked again and Sheehy again denied that this happened.

“At that time I was injured and had to go to the hospital,” he said. “They asked for 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 caused the bullet from Afghanistan to “displace” in his arm.

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

“There is no comprehensive medical record on all of these things,” he replied.

Sheehy suggested he may have been wounded by an Afghan ally, noting that it was “very, very common for Afghans to intentionally or unintentionally shoot friendly troops.”

He added: “It was a dangerous environment where you're dealing with real enemy forces… but half the time you also have to look at our partner forces.”

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

For months, Tester has used the topic to ask questions about Sheehy's honesty.

“He did things that in a previous cycle would have resulted in disqualification on their own,” Tester recently told the New York Times. “But we live in a different time now and we’ll see. I still think the Montanans are going to respond to this in a way that’s not going to be good for him.”

Tester, a moderate Democrat, is seeking to buck the conservative leanings of his rural western state on the ballot in an election in which 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 will need to win over virtually every member of his party, perform strongly among independents and unseat some Republicans.

GOP leaders have praised Sheehy's military accomplishments and business background since he entered the race, and they are encouraged by recent polls of the contest.

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 showed Sheehy with 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 has also won difficult races in the past, a testament to the political brand he cultivates independently of the national Democrats.

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