The Senator worked with her family in Prescott for 18 months, trying to bring her home.
But she died at the hands of ISIS terrorists while being held in the groups custody.
The Senator is now back in the valley and spoke with FOX 10.
Sen. McCain is a tough guy, he was a prisoner of war, and he's run for President twice, but he teared up as he spoke about Mueller and his attempts to save her.
"The fact I failed, I failed," said Senator John McCain.
An emotional John McCain recalled his efforts to bring the 26-year-old Prescott woman home.
"I was unable to get her back, and I view it as one of the sad things in my life," he said.
The Senator was first alerted to Kayla's capture back in the summer of 2013, and he had been working with her family ever since.
Even during hs official trips to Middle East countries, which he tweeted about, he held private meetings with intelligence sources that he kept secret in hopes of finding Kayla.
"In Qatar, I met with their intelligence and he seemed to think there were possibilities... when you are involved, you always want to be optimistic because of the obvious alternative, but I honestly don't know how close it ever was," said McCain.
We know at one point Kayla Mueller's captors demanded a multi-million dollar ransom. The United States has no ransom policy.
"Your head tells you one thing, and your heart tells you something else. Your heart tells you that you want to do anything to bring someone like Kayla Mueller home... unfortunately after a lot of thought I have agreed that I don't think it is a good idea to ransom a hostage," he said.
The Senator says he stayed in close contact with Kayla's family.
"She will not be forgotten, but it should emphasize to us the nature of this evil and the need to destroy ISIS," said McCain.
The Senator who is a vocal critic of the Obama Administration called the President's plan to defeat ISIS a recipe for failure.