Montana voters typically throw their support behind Republican presidential candidates, and Trump figures to win the state this year. But that doesn't mean down-ticket Republicans can rest easy: In the last three presidential elections, Montana voters have elected the Democratic candidate as governor while picking the GOP presidential candidate.

But Trump is not a typical Republican candidate, and this is not a typical election year, Saldin said.

"If I were on one of these, any of these, campaigns, I'd be worried about that. Just the general chaos and uncertainty that's been caused by the presidential campaign and how that's going to affect things down-ballot," he added.

Bullock, the state's attorney general before being elected in 2012 as one of only 18 Democratic governors in the U.S., has framed himself as a coalition builder and a champion of protecting public access to lands and waterways. He shrugged off what effect Trump may have on his bid for a second term.

"I control those things that I can control, and that's actually getting out there and talking to voters," Bullock said.