Most people interviewed in West Bend, a Republican stronghold, said that they were concerned that the police were being unfairly criticized, and that Mr. Trump’s rally offered a chance to show support for a law-and-order presidency. They expressed support for the Milwaukee Police Department, saying it had been unfairly maligned after the Saturday shooting, in which a black officer killed a black man who officials said had a gun.

Jack Beck, 65, a retired bricklayer who lives in West Bend, said he planned to vote for Mr. Trump and did not blame him for making a low-key stop in Milwaukee, given the city’s racial tensions.

“Every night in Milwaukee, there is someone being shot, and they make nothing of that until a cop is involved, and then all of a sudden it’s always blamed on the cop,” said Mr. Beck, who added that he hoped West Bend’s black population would not increase. He tied much of the unrest in Milwaukee to his belief that black residents do not want to work hard and instead want to use police killings to get handouts from the government.

“If somebody is killed, they think we owe them something,” Mr. Beck said. “I don’t want to seem racist or nothing, but the black heritage has been raised in a certain way that there’s no incentive to get out and work, because all of a sudden you have five kids and there are no dads around.”

Others in this suburb said protesters had been wrongly targeting officers.

“I don’t think it is a problem — the whole ‘Black Lives Matter’ — that only black people are getting killed. That’s just not the case,” said Lori Griggs, 44, who lives near West Bend and said she was excited to attend the rally. “We should be supporting our police officers. I think that it has blown up every time that, you know, a black individual is killed. It’s blown up in the news. But you don’t hear about the whites that have been killed.”