Donald Trump addressed supporters in Fountain Hills.
Demonstrators caused traffic jams as they held up posters with slogans such as “Dump Trump”.
Donald Trump’s rallies have been marred by a series of recent incidents. A meeting in Chicago a week ago was cancelled after protests.
Hundreds of demonstrators had gathered at the University of Illinois and fighting broke out between supporters and protesters in the auditorium where Donald Trump was due to speak.
In the latest disturbance, protesters marched down the highway leading to Fountain Hills. Police made several arrests before the demonstrators dispersed.
Some, heavily outnumbered by Trump supporters, made their way to the edge of the rally venue in Fountain Park.
Speaking later at a rally in Tucson, Donald Trump described the protesters as “disgraceful” and said they were “representing [Democratic front-runner] Hillary Clinton”.
“They arrested three people and everybody else left… They left!” the Republican front-runner told a cheering audience.
“I love our police, but we should do a little bit more of that, you would have a lot less protesters, you would have a lot less agitators.”
Demonstrations also broke out there and the police had to escort out a number of people.
In Donald Trump’s home city of New York, several hundred protesters gathered outside Trump Tower in Manhattan.
Some chanted slogans accusing him of racism and being anti-gay. The gathering included immigrants’ rights activists and socialists.
Several protesters carrying “Vote Trump” placards were also present, explaining that they wanted to demonstrate their right to support Donald Trump.
On March 12, a man tried to rush Donald Trump as he spoke on stage in Ohio but was prevented from doing so by Secret Service agents.
A Donald Trump supporter was also charged with assault after multiple videos showed him punching a protester at a campaign rally in North Carolina.
Donald Trump has been accused of creating tension through divisive rhetoric, but he denies using hate speech or playing any part in fostering division.
The Arizona rally was the Republican hopeful’s second visit to the state in three months. A primary takes place there on March 22.
The winner in Arizona takes all 58 delegates at stake. Donald Trump leads the polls in the state.
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