"People are really aggravated at the government right now," McCaskill, a Hillary Clinton supporter, told CNN's "New Day" on Wednesday. "There are a lot of people that are just going 'Really? You guy's can't get anything done? All you do is fight.'"
McCaskill said that Trump and Sanders also come at the problem of unhinged political donations from different angles, too. Trump is wealthy and doesn't need any donations and Sanders eschews the money almost completely. Combined, they nail popular sentiments about Washington and politicians.
"I think there is a huge amount of cynicism and frustration with the government writ large," McCaskill said.
McCaskill is backing Clinton just as Sanders is rising in the polls in New Hampshire and questions about Clinton's use of a personal email server persist. The former secretary of state promised to turn over the entire server to federal investigators Tuesday night.
McCaskill said Tuesday that Vice President Joe Biden, who is mulling a run, might be damaged by taking on Clinton and questioned whether Sanders could win a general election.
She also said Donald Trump would be the easiest Republican for Clinton to topple -- largely because he'd be likely to "pop off and say something outrageous on the world stage."
McCaskill, who supported Barack Obama in the 2008 Democratic primary, said Tuesday in an interview with Yahoo News
that Biden is a "sweet, nice guy" but -- in part because of her protective instincts for him -- it might be unwise for the vice president to take on Clinton.
"I'm worried if he does and doesn't do well, it will be hurtful to him, and we all care about him deeply," McCaskill said.
One of Clinton's biggest Senate Democratic supporters headed into the 2016 presidential race, McCaskill said Tuesday that Sanders would have a harder time winning a general election.
"I think the question that some of us have is can someone who has said, 'I'm not a Democrat,' has chosen the title of socialist, is that person really electable?" she said.
"I think there is a large group of people who feel that the party needs to be more liberal, that the party needs to be further to the left, and a lot of them are young people. They are looking for someone who is really going to stick it to all the big guys," McCaskill said.
"And so I think that is a reality right now. And I respect that. I'm glad he's out there talking about those issues, and I think in the long run it's going to be helpful to Hillary Clinton's candidacy, not harmful."
McCaskill predicted that Clinton would have the easiest time defeating Trump of all the GOP candidates.
"Donald Trump may be a lot of things, but I don't think he's a steady hand," McCaskill, a Missouri Democrat, said Tuesday in an interview with CNN's Jake Tapper on "The Lead" when asked which Republican she thinks Clinton would celebrate facing.
McCaskill criticized other Republican candidates for failing to take on Trump more directly over his comments about women during last week's first GOP presidential debate -- which was followed by Trump attacking Fox News host Megyn Kelly on social media and in television interviews for her questions, suggesting at one point that she had "blood coming out of her eyes; blood coming out of her wherever."
"They were all so anxious to tip-toe around Donald Trump, they were not willing to state the obvious, and I think women know it," McCaskill said.
She offered praise for Carly Fiorina, the former Hewlett-Packard executive and the only female GOP presidential contender.
"I think she's very strong and smart and accomplished, although I happen to disagree with her on almost everything. I want her to get her due, I want her to be acknowledged for the strength that she possesses," McCaskill said.
But, she added: "But I think that her views are not going to really signal to the middle class in America that she's their candidate."