Ralston campaigned for the United States Senate beginning in 1922. Because of his friendly relationship with the Indiana branch of the Ku Klux Klan, he was able to get their endorsement. Ralston delivered a speech at St. Mary's of the Woods where he condemned religious interference in state affairs. The Klan's primary goals at the time were to remove all Catholic influence from the government and public schools, and to shut down Catholic private schools. His speech earned him considerable popularity among the group who said he "was not afraid to tell off the papists to their faces." The Klan was one of the most influential groups within the state at the time, and it reprinted and circulated his speech. The Klan's support of Ralston was one of its most forceful attempts to have a candidate elected in Indiana, as it feared the Republican candidate who had publicly condemned the organization. The Klan fell apart in 1926—the year after Ralston's death—after a scandal, revealing that the majority of Indiana's politicians, including Ralston, had ties to the Klan.