McMahon, who won the Republican Party's nomination following Tuesday's primary, said she plans to spend Wednesday morning making talk-show appearances and return to the campaign trail by the afternoon.
"It will be pedal to the metal," McMahon said.
Her new opponent, Blumenthal, also is coming out fighting early. Before the winner of the GOP Senate primary was determined, he announced that he would "debate whoever they choose" at three televised matchups.
"In these debates, people across Connecticut will have the opportunity to see the clear choice in this race," Blumenthal said. "I look forward to talking about how I will stand up for the people of Connecticut and fight for them against the special interests in Washington, just as I have here in Connecticut."
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Blumenthal, whose lead over McMahon in a recent Quinnipiac University poll has shrunk to 10 percentage points, also plans to hit the campaign trail.
While Blumenthal did not have a primary opponent on Tuesday, McMahon easily beat back a late challenge from former Congressman Rob Simmons, as well as from Weston financial expert Peter Schiff.
Just minutes after McMahon finished addressing her supporters, national Democrats sent out e-mails to reporters, calling her victory "decent but underwhelming" given the amount of money she has spent, and took aim at World Wrestling Entertainment, her family's company where she was CEO until last fall.
"Today the party of Bob Dole, Jack Kemp and Dick Lugar nominated a candidate who kicks men in the crotch, thinks of scenes of necrophilia as 'entertainment,' and runs an operation where women are forced to bark like dogs. This is what has become of the once grand old party," said Hari Sevugan of the Democratic National Committee.
Simmons, who had led the race before Sen. Chris Dodd announced in January that he would not seek re-election, was among those who have criticized McMahon and her record as the CEO of WWE. After the primary, she urged the state's Republicans to rally behind her candidacy.
"At the end of the day, we are part of the same Republican family," McMahon told supporters at a hotel in Cromwell, many chanting her name. "As we all know, families do not always agree. But in the end they stand together."
McMahon, who has spent more than $20 million on the primary and has said she'll spend as much as $50 million on the race, has flooded voters' TV sets and mailboxes with ads. She's been able to build her name recognition in a state where she is a political newcomer.
"It's not just being an outsider, it's being an outsider with good strong business experience," McMahon told The Associated Press. "We're hurting here and we're losing jobs and small businesses aren't able to flourish ... I sense that and I understand it and Washington just doesn't get it."
Simmons, a former eastern Connecticut congressman, suspended his campaign shortly after the GOP convention. He later restarted his efforts in recent weeks with TV ads reminding voters his name was still on the ballot.
"I think that we had been reading the polls for a while and the polls were showing Mrs. McMahon had a clear advantage," Simmons told the AP.
He said he believes he would have been the stronger challenger to Blumenthal in November, but "there just wasn't a sufficient number of Republicans looking beyond the primary to the general election."
Blumenthal has come under fire, especially from McMahon, for misstatements he made about his military service during the Vietnam era. Blumenthal mistakenly said several times that he served "in" Vietnam when he actually served statewide in the Marine Reserve. He has apologized, saying he didn't intend to mislead anyone.
Simmons is a retired Army colonel with more than 37 years of active and reserve service.
He said he could not overcome his financial disadvantage against McMahon. "With that amount of money, no one can beat her. It's an uneven playing field. We know that."