On April 15, Keyes confirmed his split from the Republican Party and his intention to explore the candidacy of the Constitution Party.[86][87] He lost his bid for the party's nomination, however, coming in second to 2004 CP vice presidential candidate Chuck Baldwin at the party's national convention in Kansas City, Missouri on April 26, 2008.[88] During the convention, the party's founder, Howard Phillips, gave a controversial speech in which he referred to Keyes as "the Neocon candidate" who "lingered in the Republican Party until a week ago."[89] Following the defeat, Keyes held an interview with Mike Ferguson[90] in which he compared his defeat to an abortion.[91] Later, Keyes told a group of his supporters that he was "prayerfully considering" making a continued bid for the presidency as an independent candidate,[92] and asserted his refusal to endorse Baldwin's candidacy.[93]
Instead, Keyes formed a new third party, America's Independent Party, for his presidential candidacy. America's Independent Party gained the affiliation of a faction of California's American Independent Party. However, the AIP ticket, which had Brian Rohrbough of Colorado as its vice presidential candidate, was only on the ballot in California, Colorado, and Florida.