The scene outside Albuquerque's convention center was chaotic as police ushered protesters away from Trump's event and into the nearby streets.
There, anti-Trump protesters -- many critical of his positions on immigration -- loudly chanted, "F--- Donald Trump."
The protesters had broken a glass door to the convention center. Some taunted police and jumped on police vehicles as officers in riot gear and on police horses moved them away from the convention center's exits.
Trump had already left the event, by that point, but responded on Twitter Wednesday morning.
"The protesters in New Mexico were thugs who were flying the Mexican flag. The rally inside was big and beautiful, but outside, criminals!" he tweeted
The scene was reminiscent of the violence between Trump supporters and protesters in Chicago in March.
This time, though, police kept protesters and Trump supporters apart, and didn't arrest or clash with the protesters.
Despite initial word of gunshots, Albuquerque's police department said on Twitter that there was "no confirmation" of gunshots.
"There is no confirmation that any gunshots were fired, contrary to reports. Possible damage to Convention Center Windows by pellet gun," the department tweeted.
Police reported rocks and bottles being thrown at their police horses, but downplayed their clashes with protesters on Twitter, noting that they hadn't used tear gas and had not arrested any of the protesters.
"The smoke that has been seen is not tear gas, it's just smoke. We have not deployed tear gas at this time," the police tweeted.
Police added: "Only arrests at this point have been from inside the rally."
Inside Trump's event, protesters disrupted him sporadically. At least three were forcefully removed by police after they refused to leave.
A group of a dozen protesters in the grandstands around the stage where Trump spoke unfurled banners that read "Undocumented Unafraid" and "We've heard enough." Another banner accused Trump of being a fascist.
At one point, a woman in what appeared to be a bra was throwing fake money in the air in the stands behind Trump. She was eventually escorted out by police and security.
It's not the first instance of violence at a Trump event. In March, there were violent clashes between Trump's supporters and protesters in Chicago, at an event that Trump decided to cancel.
Protesters inside Trump events have faced violence, too. One was punched at an event in North Carolina, with the Trump supporter involved in the incident later facing criminal charges.
Eventually, the Albuquerque police tweeted, "Appears that most of the @realDonaldTrump protestors have left & remaining contingent is only looking to cause trouble & be destructive."
Organizers in Anaheim, where Trump is expected to hold a rally on Wednesday, released a pre-emptive statement warning protesters against violence.
"While we recognize and respect the First Amendment rights of all individuals to express their viewpoints and protest peacefully, we will not tolerate violence or disobedience of the law during the upcoming rally in Anaheim," Anaheim Police Chief Raul Quezada said in a statement.