Two dozen supporters stood behind the Republican presidential candidate holding signs reading, "Trump, Make America Great Again," while an estimated 5,000 supporters looked on.
Expressing his amazement at the size of the crowd, Trump said, "This is unbelievable. This began as 500 people in a ballroom in Phoenix."
The campaign was asked to move to a larger venue to accommodate the thousands of people who wanted tickets, according to Trump spokeswoman Hope Hicks.
The Trump campaign said 15,000 tickets were distributed for the event at the Phoenix Convention Center, where the North Ballroom has a capacity of only 4,200, according to the facility's website. The campaign said thousands were turned away because of fire regulations.
The candidate was welcomed by several high-profile supporters, including Maricopa County Sheriff Joe Arpaio, whose stands against illegal immigration and often controversial punishments have earned him a reputation as a hard-nosed, unyielding lawman.
During his speech, Trump turned the lectern over to Jamiel Shaw Sr., the father of a high school student killed by an undocumented immigrant, who spoke about why he is supporting the candidate.
Although campaign aides said earlier Saturday that Shaw was going to introduce the candidate, he ended up speaking midway through the speech.
Shaw's son, a high school football star, was shot and killed in Los Angeles in 2008 by a gang member born in Mexico. On Friday, Trump met in Los Angeles with Shaw and other family members of victims of crimes perpetrated by undocumented immigrants. He then gave a lengthy press conference in which he consistently railed against illegal immigration. Saturday's speech was filled with similar words.
Playing to the crowd, Trump dug in on the controversial themes that have made him loved by some and despised by others. As he mentioned earlier in the day at a Las Vegas campaign rally, Trump claimed China is laughing at U.S. trade negotiations. "They have geniuses and we have people who don't have a clue. We have stupid leaders," he said.
Trump, who announced his White House campaign bid last month, sparked national outrage by saying that some people crossing the border into the United States from Mexico were "rapists" and "criminals." A slew of corporations, including Macy's, NBC and ESPN, responded to his inflammatory remarks by severing business ties with the real estate magnate.
"I love the Mexican people," he said. "I love their spirit. I respect Mexico as a country. Their leaders are much sharper and smarter than ours."
But, Trump said, "They're killing us at the border and killing us in trade."
Trump also promised to release financial documents next week that will show he is an even more successful businessman than has been reported.
"I'm not saying that to brag," he said.
A short protest broke out during the speech. Some protesters held up a banner and Trump supporters started screaming at them. It was unclear what the banner read.
There was a brief scuffle and for a few minutes it was very tense. Security came and escorted the protesters out.
"I wonder if the Mexican government sent them over here," Trump said.
"Don't worry, we'll take our country back," he said, as the crowd cheered.
Robert Bowater said he came to see Trump in Phoenix because he thinks the issues of illegal immigration and sanctuary cities deserve more attention.
Bowater, a 68-year-old resident of Pinal County, Arizona, said he doesn't expect any President to deport all undocumented immigrants, but he thinks more can be done to punish the ones who commit crimes in the United States.
"I'd like to see a mass deportation of the criminals," Bowater said.
Just as Bowater was saying he thought it was possible that Trump could win the presidency, Linda Murtha -- standing behind him -- couldn't help but shake her head.
"He can't win," said Murtha, a Chandler resident in her early 40s, but "he definitely can inspire a crowd."
She came to the event with her mother, Provi Murtha, who was interested in seeing "The Donald" in person. Like her daughter, Provi is skeptical of Trump's intentions. She noted that he's donated to Democrats, including Hillary Clinton.
"Is he a Democrat? Is he a Republican? What is he?" Provi wondered aloud. Even though she came to see the event, "I'm not going to make up my mind to vote for Donald Trump, that's for sure."
Both Provi and Linda Murtha said they like Kentucky Sen. Rand Paul.
In a warm-up to his appearance at the Phoenix campaign rally, Trump stopped by Freedom Fest in Las Vegas, an annual gathering of conservatives, where he addressed a crowd of several hundred people and took questions.
But first he called Shaw to the stage. The room was hushed as Shaw talked about his son who was gunned down seven years ago by an undocumented immigrant. Shaw said the man who killed his son had been released from a county jail on his third gun charge, four months early. His son was walking home, and was close enough for Shaw to hear the gunshots.
Shaw said he almost thinks of Trump "as a father figure" even though the two are similar in age. "He's the kind of man you would want to be your dad," Shaw said. "He's a nice guy. He put himself out there for black people. I know I can trust him," Shaw continued.
He said when Trump spoke out about illegal immigration he saw that "Trump loves America" and is willing to risk his life for it.
Trump doubled down once more on comments that have ignited a controversy in the United States
Illegal immigration is "a major, major problem in this country" that has to be solved, Trump said.
Promising to secure U.S. borders with a impenetrable fence, Trump claimed undocumented immigrants are coming to the United States from all over the world. "This isn't just Mexico," he said. "They're coming from the Middle East, and we better be very careful," Trump warned.
And the support that he is receiving from Shaw and others demonstrates that the businessman's message is appealing to some voters who view illegal immigration as a serious problem.
On the subject of trade, Trump was blunt with his opinion of U.S. trade negotiators, "Chinese leaders are much smarter than (President Barack) Obama and his bunch of clowns," he said to laughter and applause from crowd.
"I make good deals. I have great respect for China. Their leaders are too smart for our leaders," he said.
Trump's fervor appears to increase with each campaign rally as he ramps up his rhetoric against illegal immigration.
Detractors are many, including some in his own party, but Trump is gaining supporters as well -- evidenced by the switch in venues for Saturday's event to the Phoenix Convention Center. Trump tweeted Saturday night that he would not be attending the Miss USA Pageant in Baton Rouge, Louisiana, on Sunday because he had campaign stops scheduled in Phoenix. Trump is a partial owner of the Miss Universe Organization, which oversees the pageant.
A CNN/ORC poll released July 1 found Trump and Republican rival, former Florida Gov. Jeb Bush, on the rise nationally.
The two are the only GOP presidential contenders to enjoy double-digit support among Republicans and Republican-leaning independents.
CNN's Sara Murray, Steve Almasy and Gregory Clary contributed to this report.