"He is my friend and I am loyal to him," the Missouri Democrat said of President Barack Obama, "but one of the President's shortcomings is that sometimes he sees the world through his eyes and doesn't do, I think, enough work on being empathetic about how other people view things."
Axelrod, a journalist before entering politics and now host of "The Axe Files" podcast
, told McCaskill the story of a contentious meeting between Obama and the Democratic caucus during the tense negotiations over passage of the Affordable Care Act.
After the powwow, Axelrod recalled Obama asking him what everyone in the room had been "so scared of."
"'Well, I think they may be scared of losing their jobs,'" Axelrod told the President.
"I had the same conversation with him," McCaskill said on the podcast. "I called him and I said, 'Listen, you know this could cost you re-elect.' He said, 'Well, it's worth it to me on healthcare.' And I said, 'Okay, good for you, I'm there."
McCaskill also offered her take on Hillary Clinton.
"She still is who she is," McCaskill said. "She's not comfortable opening up. She still has some defensive crouches because she's gone through a life of being attacked and expects to be attacked. Sometimes it's hard to be on offense when you think you have to be on defense."
As for the Republicans vying for a likely head-to-head fight with Clinton in the general election, McCaskill offered some mixed reviews.
"I hate to speak ill of my colleagues," McCaskill said, complimenting Florida Sen. Marco Rubio's smarts and work on a since-abandoned bipartisan immigration reform bill — one he would later renounce after it fell apart.
"I watched him find that sweet spot of compromise on the immigration reform," she recalled, "but then he broke down like a cheap shotgun the minute the right started chewing on his rear end. He [was] like, 'What? Me? Immigration reform? Wasn't me.'"
As for Texas Sen. Ted Cruz, described by Axelrod as "a unifying figure" in Washington because "everybody seems to dislike him," McCaskill suggested it was all part of the election-season game.
"I think he wants to be seen as — he needs to be an outsider this year," she said, "so the way to be an outsider is to be a jerk to everybody in Washington."