On Saturday evening, he was briefly rushed off the stage by secret service agents at a rally in Reno, Nevada.
Mr Trump had stopped speaking after seeing something in the auditorium, but returned to the stage minutes later.
A man was held on the ground by local law enforcement officers before being searched and led away.
There were rumours that the man had a gun, but the secret service later said that no weapon had been found.
When he resumed his speech, Mr Trump said: "Nobody said it was going to be easy for us... I want to thank the Secret Service."