"Arizona is such a Great State but it needs Border Security which [McSally] will provide, and Kyrsten Sinema doesn't even think about", Trump said in a tweet ahead of the election.
The deadlock came amid heavy statewide turnout of about 60 percent, more in line with a presidential election than a midterm.
The Senate contest was the marquee race, featuring two champion fundraisers who are no strangers to tight races.
Just days before the election, Green Party candidate Angela Green dropped out and endorsed her.
The avid triathletes are battling over the seat vacated by Sen.
The race is a contest to replace outgoing Republican Senator Jeff Flake, a Trump critic who is despised by most people in his own party and made a decision to retire instead of running for re-election.
McSally has painted Sinema as a radical leftist based on her activism in Green Party circles during the early 2000s, deploying old clips and images to tarnish Sinema, such as a photo of Sinema wearing a pink tutu at an anti-war protest. She said Arizona was known for "five Cs: cattle, copper, citrus, cotton and climate".
In Congress, McSally, 52, represents a moderate district based in Tuscon, voting in line with Trump almost 98 percent of the time, according to FiveThirtyEight data.
"[Sinema] is not the kind of person we want to be our next senator", said McSally, who called her opponent a "flaming Left liberal". She has tried to rally Republican voters by emphasizing her military background as the first US female combat pilot while touting her support for the president's tax cut and other parts of his agenda.
McSally, the first US female fighter pilot ever to see combat, received support from the highest levels of the Republican Party, including President Trump who campaigned with her in the Grand Canyon State. The repeal of the Affordable Care Act, which didn't become law, would have weakened protections for people with pre-existing conditions. More Arizona voters identify as Republican than as Democrat by 10 points.
That earlier criticism of Trump hobbled McSally during this year's three-way Republican primary for Senate, when challengers attacked her not supportive enough of the president. She remained optimistic about a Sinema victory.
If she wins, her campaign could become a centrist blueprint for Democrats eager to win in deep-red Republican strongholds. But Democrats have repeatedly hoped the state's growing Latino population and influx of more educated professionals would make it competitive.