In the wake of three weeks of negotiations to end the shutdown and raise the debt ceiling, Sen. Bob Corker told CNBC on Thursday that "there's a lot of great locker room talk," but "when it gets to signing a bill that actually has these things on it, it's hard to find the folks with you."
Corker, a Republican member of the Senate Banking Committee from Tennessee, recalled that he wrote a bill and put his name on it last year with entitlement reform that was a "balanced approach."
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"I'm willing to get out there and do the tough things," he added in an interview with "Squawk Box."
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Early Thursday, President Barack Obama signed a compromise deal passed by the House and Senate after weeks of bickering that extended the debt ceiling until until Feb. 7 and reopened the government by approving funding only until Jan. 15.
"For what it's worth, I don't think there's going to be a 'big deal' in January,' Corker said. "I think what we need to begin to do is look at mandatory reforms and look at those relative to the discretionary cuts that we have in the Budget Control Act."
In a separate interview on CNBC, Sen. John McCain agreed.
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Sen. Heidi Heitkamp, D-N.D., told CNBC that "we've got a long road ahead" in fixing the budget.
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"How we got here is people drawing red lines—we're not going to do this unless I get what I want," she said. "Everything should be on the table."
Heitkamp said she thinks entitlements should be discussed and that the current nominal tax rate sends the wrong message.
(Read more: Shutdown's ripple effect on spending)
"There's isn't anyone in this town who hasn't been talking about tax reform as a method forward to close loopholes, to try and do what you can," she said. "We all know our nominal rate in the corporate income tax area is too high."
—By CNBC's Katie Little. Follow her on Twitter