Trump began the trip in Yuma by touring a US Border Patrol operations base, where he chatted with border agents. He then travelled to Phoenix for a raucous campaign-style rally in the evening.
The rally -- which typically features a stem-winding Trump speech -- will be the first of its kind since he sparked outrage by equivocating in his condemnation of a deadly neo- Nazi march in Charlottesville, Virginia.
But the White House hopes this trip to Arizona can get the Trump train back on track.
Speculation is building that Trump may use the Phoenix rally to formally endorse a challenger to incumbent moderate Republican Senator Jeff Flake.
That action would be a shot across the bow of skeptical Republicans and a message to far-right supporters.
Despite rumours, Trump looks set to shy away from issuing a pardon for Joe Arpaio -- a former sheriff in Arizona who was convicted of willfully violating a court order to stop targeting Hispanics in immigration roundups.
Around 5,000 people lined up under a blistering sun in Phoenix hours before Trump's arrival, many wearing the stars and stripes, hoping to get into the conference center where he was due to speak at 7 pm (local time).
Facing a line of supporters stretching several hundred yards (metres), opponents of the president brandished placards including some that depicted him with a Hitler mustache.
"Things to do today: laundry, put out trash, oppose Nazis," said one sign.
Dale Clinton, 64, a Hawaiian visiting friends, said he had been waiting five hours to glimpse Trump.
"I believe the media is against him, the Democrats are against him, some members of his own party are against him, so I'm here to say I stand by your policies," he told AFP.
"Health care is first for me, it should be the very first for everybody. Taxes is next."
A series of demonstrations backing immigrants and denouncing racism were planned in the center of Phoenix, a Democratic enclave in a state Trump narrowly won in the election.
"When Nazis are comfortable marching on the streets with fire, and with what happened after Charlottesville, I didn't want to sit at home and do nothing," said organizer Anabel Martinez.
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