On October 3, 2017, Thune became the center of media attention for his response to the mass shooting in Las Vegas. "It sounds like [the shooter] used conversion kits and other things, you know, to make the weapons more lethal," he said. "We'll look at the facts when we get them all in here. I think a lot of us want to do everything we can to prevent tragedies like that from happening again. You know, it's an open society. And when somebody does what he wants to do it's going to be hard to prevent anything. But I think people are going to have to take steps in their own lives to take precautions. To protect themselves. And in situations like that, you know, try to stay safe. As somebody said, get small."