The FBI office in Phoenix, Arizona, was the site of a protest on Saturday.
The agency raided Trump's Mar-a-Lago property on Monday.
CNN reported that Trump supporters were carrying guns. A protester said they were protesting at the Florida property.
One person waved a Confederate flag and others held "Honor your oath" and "Abolish FBI" signs.
The FBI's abolition and defunding has been called for by some Republicans.
The warrant used for the search was made public. After Trump said it should be made public, it happened.
According to the warrant and property receipt, the FBI seized 11 sets of classified documents and the Justice Department is investigating if Trump broke three federal laws.
The FBI told CNN that the Phoenix protest was legal and ended by noon. They didn't enter FBI property.
An "unprecedented" number of threats against bureau personnel and property have been made since the Mar-a-Lago raid.
The FBI and Department of Homeland security warned of "violent threats" in the coming days and weeks.
The FBI field office in Cincinnati was the site of a shooting on Thursday.