Obama never called after my primary loss: Cantor

Eric Cantor had spent years in the trenches as House majority leader, trying to compromise with the White House on many of the thorny issues facing the nation.

Following his Republican primary defeat in June, Cantor told CNBC Wednesday he's never heard from President Barack Obama. "Not a word."

Read MoreCantor to Obama: Don't 'light a fuse' under GOP

The seven-term Republican congressman from Virginia said on "Squawk Box" he did hear from Vice President Joe Biden "several times," in addition to many colleagues on both sides of the aisle, offering words of encouragement.

Shortly after losing his primary race in June, Cantor left Congress.

David Brat, the tea party-affiliated economics professor who beat Cantor, won in Tuesday's midterm election, keeping the seat for Republicans, who widened their House majority and won control of the Senate.

Read MoreCantor's not-so-subtle warning to the tea party

Reflecting on his exit from politics, Cantor said: "You never know why things happen," but when one door closes another one opens. Cantor has landed on Wall Street, where he's vice chairman and managing director at boutique investment banking firm Moelis & Co.

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