Coats has been involved in Indiana politics since at least 1980, when her husband was elected to Congress.
The Republican vice president has raised more than $1 million in recent months for his political committee.
Tickets for the Republican National Committee fund-raiser started at $2,700 per person.
Republican Party Chairman Eric Holcomb and vice chair Sandi Huddleston plan to step down July 9.
Reince Priebus says he does not want a repeat of 2008 when McCain lost Indiana to Obama.