He said: “We’ve got the best economy in our history. If you look at the numbers in every category, it’s great. We’re going a great job. We’re putting on phenomenal judges.
“And if you take that and impeach me what you will have is you will have a country that will turn into a third world country.”
Donald Trump said his opponents “like to use the impeach word” and claimed they don’t care if he is doing “a great job”.
He indicated if he were to be impeached, it would only create a cycle of impeaching presidents who have done nothing wrong.
He said: “If that happened every time a Republican or a Democrat got elected – let’s say a Democrat got elected some day and we have a Republican house – we will say “impeach that Democrat.”
He encouraged the audience to vote in the midterm elections, saying: “If it does happen, it’ll be your fault because you didn’t come out to vote.”
Talks of impeaching Trump have sprung up as a result of the Mueller investigation, which is looking into the Russian interference in the 2016 presidential election.
His speech comes soon after a senior administration official authored an anonymous New York Times op-ed that strongly criticised him.
Trump called the idea of impeaching the president “ridiculous”.
The rally was in support of GOP congressional candidate Matt Rosendale in his aim of unseating Democratic Senator John Tester in the midterms.
Trump had some words of support for Mr Rosendale, but also took the opportunity to knock down his critics.
He made reference to Maxine Waters, a Democrat Congresswomen who he claims wants to impeach him.
He said: “They like to use the impeach word – Maxine Waters: ‘We will impeach him!’ – ‘But he didn’t do anything wrong!’ – ‘It doesn’t matter, we will impeach him.’
“But I say, how do you impeach someone who hasn’t done anything wrong?”
Trump said he was eager for the Republicans do well in the midterms in the hopes of fending off possible threats of impeachment, which requires a two-thirds majority vote in the Senate.
However, he seemed confident impeaching proceedings will not happen, telling the crowd “don’t worry about that.”