"What I learned from my wife is how you use policy to improve people's lives," Kelly says. "Solving some of the hardest problems requires one thing, and that's teamwork. Partisanship and polarization and gerrymandering and corporate money have ruined our politics, and it's divided us."
It's unclear whether Kelly will have a clear path to the Democratic nomination.
Representative Ruben Gallego, D, has also been considering a 2020 Senate run. After Kelly unveiled his video, Gallego went on Twitter.
"I've made no secret of the fact that I'm looking seriously at running for the US Senate in 2020, and that hasn't changed," he wrote. "I'll be making a final decision and announcement soon."
McSally is a former congresswoman whose appointment to McCain's seat came after she narrowly lost a Senate race last year to Democrat Kyrsten Sinema.
Next year's election will determine who finishes the last two years of McCain's term. The seat will be on the ballot again in 2022 for a full six-year term.
Nationally, Republicans face a more difficult Senate map in 2020 than they did in 2018. They are defending 22 seats; Democrats are defending 12.
Arizona is one of the Democrats' best pick-up opportunities. Party leaders hope to build on the success of Sinema's 2018 victory in a state they hope to turn blue.
But if Gallego runs, Democrats would first have to navigate a primary that could become divisive and expensive. Sinema did not have to endure a competitive primary when she ran.
Many Republicans were disappointed by McSally's November defeat. Some are bracing for another difficult campaign.
Dan Eberhart, an oil industry executive and donor to McSally's 2018 campaign, argued that she is "vulnerable to say the least" moving toward 2020.
"Now that the thesis that a Democrat can win statewide has been proven, we are going to see stronger challengers like Kelly and Gallego for statewide offices in the future," said Eberhart. He said he plans to support McSally again in 2020.
