The 49-year-old man, a resident of Las Vegas, was stopped in a black SUV by deputies from the Riverside County sheriff's office on Saturday and taken into custody without incident, according to the office.
"The incident did not impact the safety of former President Trump or attendees of the event," the sheriff's office said in a statement.
Trump narrowly survived an assassination attempt in July this year, when a gunman's bullet grazed his ear during a campaign rally in Butler, Pennsylvania.
In September, another man was charged with trying to assassinate the 78-year-old after Secret Service agents discovered him hiding with a rifle near Trump's Palm Beach golf course. He pleaded not guilty.
Trump's rally on Saturday took place in the Coachella Valley, an area known for its annual music and arts festival.
The sheriff's office said the man arrested, identified as Vem Miller, was charged with possession of a loaded firearm and possession of a high-capacity magazine. More details about the charges were not available.
Jail records show Miller was released on $US5000 ($NZ8100) bail on Saturday. He could not immediately be reached for comment on Sunday.