ALBANY — City Comptroller William C. Thompson Jr., weighing his options in the wake of a surprisingly close loss in the mayoral race, is seriously considering challenging Senator Kirsten E. Gillibrand in next year’s primary elections, according to people who have spoken to Mr. Thompson and his advisers.

City Comptroller William C. Thompson Jr. campaigning in Harlem last month.

Challenging Senator Gillibrand is one of three options being mulled by Mr. Thompson and his advisers. He is also considering a run against the state comptroller, Thomas P. DiNapoli, in the primaries, or returning to the private sector for now and running again for mayor in 2013.

With the primary 10 months away, he is expected to make a decision on any statewide bid...