McSally joins a Republican field vying for the nomination for retiring Sen. Jeff Flake's (R) seat that also includes former sheriff Joe Arpaio, a controversial immigration hard-liner; and Kelli Ward, a hard-right former state senator.
The Arizona race is seen by Republican and Democratic operatives as a key battleground in the competition for the Senate majority. It is one of Senate Democrats' few pickup opportunities this year as they try to seize back the majority. Republicans hold a 51-49 advantage in the chamber.
"I'm a fighter pilot, and I talk like one," McSally says in her announcement video. "That's why I told Washington Republicans to grow a pair of ovaries and get the job done."
She highlights her fight as a member of the Air Force against a policy in Saudi Arabia requiring female personnel to dress in traditional Muslim attire. The video also features a clip of Trump praising McSally.
"I absolutely refused to bow down to sharia law," she says. "After eight years of fighting, I won my battle for the religious freedom of American servicewomen."
Arpaio, who announced his campaign earlier this week, was convicted of criminal contempt for ignoring a judge's order to stop detaining immigrants because he suspected that they lacked legal status.
Trump pardoned Arpaio last August, setting off a firestorm of controversy.
"Throughout his time as Sheriff, Arpaio continued his life's work of protecting the public from the scourges of crime and illegal immigration," Trump said in a statement at the time.
Arpaio has also been a leading figure in the "birther" conspiracy movement about former president Barack Obama, to which Trump once also belonged. Arpaio told CNN on Wednesday that he still thinks Obama's birth certificate is fake, despite clear evidence it is not.
The primary could pull Trump in competing directions. On the one hand, Arpaio's ties to him could prompt him to consider backing his candidacy. On the other, Senate Majority Leader Mitch McConnell (R-Ky.) and other GOP officials who have Trump's ear have indicated they believe McSally is the best candidate for the general election. McConnell called her a "great" candidate in December.
A White House spokesman did not immediately respond to a request for comment Friday on which candidate Trump prefers in the primary.
Democrats have recruited Rep. Kyrsten Sinema (D-Ariz.) for the race, a capable fundraiser whom party officials see as a formidable candidate for the seat.
The primary is not until Aug. 28. Some Republicans privately worry that a potentially divisive, lengthy campaign could leave the eventual GOP nominee politically bruised and make it more difficult for that person to reach out to centrist voters in the general election.