Supporters of the Republican front-runner booed the protest and chanted to drown out the interruption.
"Build the wall, build the wall," the audience chanted, before switching to "USA, USA!"
After another protest erupted, Trump told the audience, "Let him go. He'll go home to mom, and she'll be angry with him."
All told, six people were arrested outside the rally, according to Hickory police.
Onstage, Trump shrugged off incidents of violence at his rallies, saying, "There's no violence."
"How many people have been hurt at our rallies? I think, like basically none, other than I guess maybe somebody got hit once or something. But there's no violence," he said, apparently referring to a rally in Fayetteville, North Carolina, during which an attendee allegedly punched a protester and was later arrested.