But ABC News was behind the scenes with the Wisconsin Congressman and GOP Budget Committee Chairman when he got some words of encouragement none other than former President Bill Clinton.
"So anyway, I told them before you got here, I said I'm glad we won this race in New York," Clinton told Ryan, when the two met backstage at a forum on the national debt held by the Pete Peterson Foundation. But he added, "I hope Democrats don't use this as an excuse to do nothing."
Ryan told Clinton he fears that now nothing will get done in Washington.
"My guess is it's going to sink into paralysis is what's going to happen. And you know the math. It's just, I mean, we knew we were putting ourselves out there. You gotta start this. You gotta get out there. You gotta get this thing moving," Ryan said.
Clinton told Ryan that if he ever wanted to talk about it, he should "give me a call." Ryan said he would.
"You shouldn't draw the conclusion that the New York race means that nobody can do anything solve the rising Medicare costs," said during his speech. "I just don't agree with that. I think you should draw the conclusion that the people made a judgment that this proposal in the Republican is not the right one. I agree with that, but I'm afraid that the Democrats will draw the conclusion that because Congressman Ryan's proposal, I think, is not the best one, that we shouldn't do anything and I completely disagree with that."
In an interview with ABC News, Ryan stood by his budget and his proposal to alter Medicare and make it more financially solvent.
I asked Ryan about Republicans nervous about what their vote for his budget will hurt them in the 2012 election.
"This is not the time to go wobbly," Ryan said. "They (Democrats) are going to run these attack ads at us regardless. This is a time for leaders to be leaders. This is not a time for us to follow our fears, this is a time to lead because if we don't address our countries fiscal problems we are going to have a debt crisis and the people who are going to get hurt the first and the worst are the people who need government the most, the elderly and the poor.
Ryan's attitude: Game On.
Watch World News with Diane Sawyer for more of our day with Paul Ryan.
ABC's Gregory Simmons and Arlette Saenz contributed to this report.