He was flying separately to Phoenix to introduce Trump at the rally. One of the largest advocacy groups for undocumented immigrants, the Puente Human Rights Movement, will host a rally outside the convention center under the slogan, "White Supremacy Will Not Be Pardoned".
Doors will open at 4 p.m., three hours before the rally starts.
A number of county offices and downtown businesses have already announced plans to close early on Tuesday, citing road closures and parking restrictions.
President Trump is set to hold a campaign-style rally in Phoenix on Tuesday, despite opposition from Democrat lawmakers in Arizona.
U.S. Rep. Ruben Gallego said he's fearful that neo-Nazis and others will stir trouble, although he said he trusts the Phoenix police will do their best.
It was September of past year before Trump finally said publicly that he believed Obama was born in the U.S. Arpaio was still pushing the birther claim as recently as December. Arizona Democrats said they were anxious protests may turn violent.
Meanwhile, one of the state's four Democratic House members plans to lead a Trump protest and a second plans to meet with opponents before the event. Both sides blamed each other for the violence in Charlottesville. The Republican president, however, is 14 years younger than Arpaio.
President Trump called Arpaio "a great American patriot" on Fox News earlier this week and said he was "seriously considering" a pardon for the former sheriff, according to NPR on Friday. Given clashes in Charlottesville between white nationalists and counter demonstrators, similar violence could play out on the streets of Phoenix.
Why Trump's Phoenix rally puts Charlottesville back in the spotlight
Police Chief Jeri Williams says free speech will be supported but criminal conduct will be swiftly addressed.
There is speculation that Trump could announce a pardon of Arpaio during a rally in Phoenix on Tuesday evening.
The judge said cut it out.
According to the statement, access to the Downtown Phoenix facilities will be hard, due to the anticipated assembly of people related to Trump's visit, in addition to the accompanying road closures.
It will also be Trump's first rally without the guidance of his long-time chief political strategist, Steve Bannon, who was sacked last week after repeated clashes with various White House advisers over the president's first seven months in office.
Monday's announcement from spokesman Daniel Scarpinato came after the governor's office refused for days to say whether he would join his fellow Republican on stage.
Tuesday "will be a hard and trying day for our city and for the law enforcement professionals whose job it is to keep everyone safe", Stanton said. "But you also had some people that were very fine people on both sides", Trump told reporters last week at Trump Tower in NY.