On the Senate floor Thursday, the Kentucky Republican labeled Democrats "stubborn" for pushing through the health care overhaul.
He also blamed the Federal Reserve for destroying the dollar and the economy.
Bunning said his major league pitching career toughened him for when he had to take an unpopular political stand.
His voice broke, according to reports from The Courier Journal's Washington bureau and The Hill, when he thanked his family.
Bunning didn't seek re-election this year, under pressure from Republican leaders who considered him politically vulnerable.
He will be replaced in January by Tea Party favorite Rand Paul.