"There may still be something up there," Tester told CBS's "Face the Nation" on Sunday. "It may be a false alarm."
Tester told host Margaret Brennan that he believes "the investigation's still going on as we speak," and explained that when fighter aircraft looked into the situation Saturday night, it may have been too dark to draw a definitive conclusion.
PENTAGON SAYS US DETECTED THIRD FLYING 'OBJECT' OVER ALASKA A DAY BEFORE SHOOTING DOWN OVER CANADA
Sen. Jon Tester of Montana discussed situation involving a temporary air space restriction over his state and unidentified object that was shot down nearby in Canada. (Kent Nishimura/Los Angeles Times)
"I'm sure as we speak it's being checked out right now," he said.
The FAA told Fox News Digital in a statement Saturday evening that they had "closed some airspace in Montana to support Department of Defense activities." The area was over Havre, Montana, near the Canadian border.
REPUBLICANS REACT TO THIRD 'OBJECT' SHOT DOWN OVER CANADA: 'UNPRECEDENTED CHALLENGE'
The airspace was reopened soon after without any official details.
On Sunday, the FAA imposed another temporary flight restriction, this time over northern Lake Michigan.
The restriction was also short-lived, as officials told Fox News it was lifted after a "potential contact" was examined by the U.S. military and deemed not a threat.
Saturday's unidentified object was the latest in a series of objects the U.S. has shot down this month. The first was determined to be a Chinese spy balloon containing surveillance equipment.
Fox News' Andrew Mark Miller and Lucas Tomlinson contributed to this report.