The former president was cheered by the crowd and pumped his fist as he made his way to his seat, clad in his trademark blue suit and red tie and flanked by his security detail.
Mr Trump, 76, posed for photographs with fans at the event at the BOK Center in Tulsa, seemingly unconcerned about his allegedly imminent arrest over a hush money payment made to adult film star Stormy Daniels.
He said “illegal leaks” from the Manhattan district attorney’s office indicated he will be arrested on Tuesday.
Making the claim on his Truth Social platform, Mr Trump provided no evidence he had been directly informed of a pending arrest and did not say how he knew of such plans.
Law enforcement agencies are preparing for a possible indictment of Mr Trump as early as next week, NBC News reports.
Mike Pence, who was Mr Trump’s vice-president, told ABC News the possible indictment “just feels like a politically charged prosecution”.
Asked about Mr Trump’s call for people to protest if he is indicted, Mr Pence said he thinks protesters will understand “they need to do so peacefully and in a lawful manner”.
The Manhattan district attorney’s office declined to comment on Mr Trump’s claim and a spokesman for the former president did not respond when contacted.
Manhattan District Attorney Alvin Bragg has apparently been investigating whether payments made to Stormy Daniels and Karen McDougal in 2016 broke state laws.
Read more:
Donald Trump returns to Facebook after two-year ban
Mike Pence won’t commit to supporting Trump in 2024
A grand jury in Manhattan has been hearing from witnesses, including former Trump lawyer Michael Cohen, who says he orchestrated payments to the women to silence them about sexual encounters they said they had with Mr Trump a decade earlier.
Mr Bragg’s office is also said to be examining the way Mr Trump’s company compensated Cohen for his work.
Cohen was jailed for three years in 2018 after admitting making the payments.
He also pleaded guilty to tax evasion and lying to Congress about the extent of negotiations between the Trump Organisation and a project to build a Trump Tower in Moscow.
Cohen claimed Mr Trump directed him to make the payments worth $280,000 (£230,000) to Stormy Daniels and Karen McDougal – something the former president denies. after he lost his reelection bid in the 2020 presidential election to Joe Biden.