Lax was the Swedish People's Party's candidate in the 2006 presidential election. He finished 7th out of the 8 candidates, with a vote share of 1.6% (48,703 votes). After the first round, he joined the other centre-right candidates in expressing his support for Sauli Niinistö in the runoff election between Niinistö and Tarja Halonen.
Lax has argued that Finland would be better off if it sought membership of the North Atlantic Treaty Organization. He has argued that the time is now, and the option would not be available if the current peaceful situation changed.