Rubio addressed the Republican strategy of trying to deny the president a second term by obstructing his agenda, and suggested he never saw that as a winning strategy for the party.

"I don't know how many people bought into that. There were some in politics who believed that all you had to do was be the alternative to the incumbent and you would win, but I never believed in that," Rubio said. "I've always believed that you were better on offense than you were on defense. You were much better being for something than against someone."

Rubio said Republicans have failed to effectively communicate to the public what they stand for.

"I think the bigger challenge that we face, and that we continue to face, is that we have not done a good enough job of communicating to people what conservatism is," Rubio said. "In fact, we've allowed a myth to take hold in the minds of some that conservatism is about helping the people who have 'made it' and not about helping the people who are trying to make it.

"I think we have a very compelling argument, which happens to be true: the people who have made it, billionaires and multi-billion dollar corporations, they may not like big government, but they can afford to deal with it. They can hire the best lawyers in America and try to figure out the loopholes and the best lobbyists to create them. In fact, they use big government to their advantage. They'll have regulations and rules written to hurt their competition."