Trump was swarmed by Secret Service agents and rushed off stage as shots were fired during the rally in Butler, Pennsylvania.
There appeared to be blood on his right ear as he was being taken off stage, as Trump was seen mouthing "fight" and pumping his fist.
A spokesperson for Trump said in a statement, "President Trump thanks law enforcement and first responders for their quick action during this heinous act. He is fine and is being checked out at a local medical facility."
The gunman has been identified as 20-year-old Thomas Matthew Crooks of Bethel Park, Pa., which is about 10 miles south of Pittsburgh.
Across the state, leaders are reacting and condemning this act of violence.
Pa. leaders address possible assassination attempt:
Trump began his speech at about 6 p.m. and was only shortly into his speech when a disturbance caused Secret Service to swarm the former president. He was then led off the stage quickly, pumping his fist on stage and also as he was helped into a vehicle to be taken away.
The officials said live rounds were apparently fired from outside the security perimeter.
Dave McCormick, who's running for U.S. Senate, told ABC News he was in the front row of the rally. He said he heard "seven or eight" shots fired.
"People started to panic," he said. "Everyone dropped to the ground."