Schilling, 52, helped the Arizona Diamondbacks to its only World Series championship in 2001. He won another World Series with the Boston Red Sox in 2004. He was later fired as an ESPN commentator for controversial online comments.
He's an outspoken supporter of President Donald Trump, who tweeted, "Curt Schilling, a great pitcher and patriot, is considering a run for Congress in Arizona. Terrific!" Schilling has in the past floated a Senate run in Massachusetts.