Romney planned to deliver a major foreign policy speech in the coming weeks.
Both candidates were spending the days leading up to the debate in battleground states, with Romney in Colorado and Obama in Nevada. Each had just one official event planned during his stay, but they hoped their mere presence in the states would drive local media coverage.
Obama left the lakeside resort where he is prepping for the debate briefly Sunday evening for a rally at a Las Vegas high school. The 11,000-person event was focused in part on rallying Hispanics, a key source of support for the president in Nevada, and featured a performance by the popular Mexican rock band Mana.
Keeping with his campaign's efforts to lower expectations, Obama told the crowd that while he was "just OK" at debating, his opponent was "a good debater."
Romney's team has been playing the expectations game as well, though his allies were sometimes pushing the stakes in opposite directions.
GOP running mate Paul Ryan on Sunday shot down the notion that Romney needed to have a breakthrough performance Wednesday night, saying he didn't think one event would make or break the campaign.
But New Jersey's Republican Gov. Chris Christie, a Romney supporter, said that after the first debate: "This whole race is going to be turned upside down."
Romney's team has made no secret of the fact that the former Massachusetts governor has been practicing for the debates intensely for several weeks. Ohio's Republican Sen. Rob Portman, who is playing Obama in practice sessions, travels frequently with Romney and the two sometimes speak to the press together.
Obama aides, on the other hand, have kept quiet about how and when the president is practicing. Some top members of his debate team, including senior advisers David Axelrod and David Plouffe, traveled with Obama to Nevada on Air Force One.
But Sen. John Kerry, D-Mass., who is standing in for Romney, made his way to the resort in Henderson on his own.
Associated Press writer Kasie Hunt in Boston contributed to this report.