Tuesday was the first day to qualify for seats in Congress.
Wicker, a Tupelo Republican, filed his paperwork Thursday to seek his first full term in the U.S. Senate.
Democrat Al Gore Jr. of Starkville filed earlier this week to challenge Wicker.
Nunnelee, also a Tupelo Republican, filed his paperwork Wednesday with the state party.
Robert Estes of Southaven, a small businessman, also filed to have his name on the GOP primary ballot.
Deadline to file is Jan. 13.
Independent candidates must submit petitions, certified by the circuit clerks' offices to be signed by the number of qualified electors specified for each office.
The certified petitions then must be presented to the Mississippi Secretary of State's Office.
Party primaries are March 13, with runoffs April 3, if necessary.
Party nominees and independents will have their names on the Nov. 6 general election ballot.
Wicker was appointed to the Senate in late 2007 after Trent Lott retired.
He won the election to fill the rest of that term.
In 2010, Nunnelee defeated incumbent Democrat Rep. Travis Childers of Booneville.