Pence will be campaigning across the country ahead of the 2018 elections, using his prodigious fundraising abilities to help Republican candidates.
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.