Mr Trump who is looking for a return to the White House, was on the receiving end of several bullets fired in his direction during the rally, with the Federal Bureau of Investigation looking into what they are describing as "an assassination attempt" against him, which has left one person dead and two injured.
Mr Trump had just taken to the stage when the shooting happened, he was set to speak at his final campaign rally before the Republican National Convention in Milwaukee next week.
During a press conference, the special agent from the FBI Pittsburgh field office Kevin Rojeck, has said that the FBI were not prepared to identify the shooter at this time. They also added that they do not have a motive for this shooting.
Donald Trump was rushed off stage by the Secret Service, with blood running down his face.
Reporters have been told that the suspected shooter climbed onto the roof of a low-rise building just outside the security perimeter with a rifle, moments before the incident happened. The shooter was later confirmed dead, along with one bystander.
This violence has been heavily criticised from several political leaders from both sides.
Speaking at the press conference, special agent Kevin Rojeck said, "This evening, we had what we are calling an assassination attempt against former President Donald Trump. It's still an active crime scene".
In an emergency meeting at Rehoboth, President Joe Biden said that: "There's no place in America for this kind of violence. It's sick. It's sick. It's one of the reasons why we have to unite this country... We cannot be like this, we cannot condone this".
In a later post on X, Mr Biden said this.
Mr Trump later confirmed that a bullet had hit him on the upper hand of his ear, as well as expressing his condolences to the crowd member who died, and the other person who was injured.
The former president is still expected to attend the Republican National Convention next week.
Following the incident, President Biden's campaign suspended all political communication, including all ads criticising Mr Trump.