Several hundred demonstrators gathered at the Maricopa County Recorder's Office, located outside Phoenix.
“Count those votes!” they were heard yelling, according to The Arizona Republic.
The protests came as the president claimed there were major problems with the voting and ballot counting in the state. Trump's team demanded a recount in Wisconsin and filed a lawsuit in Michigan to stop ballots from being counted.
Trump won Florida, Ohio, Texas and others, while Biden carried Arizona, Minnesota and New Hampshire, according to the Fox News Decision Desk.
The Trump 2020 Campaign has maintained that the president can win the state and called for heightened transparency into the counting of ballots there. Maricopa is the largest county in Arizona, home to the state capital of Phoenix and 62% of its 7.28 million residents.
It ranks as the No. 2 most populous county in the nation with 3.9 million residents, trailing only Los Angeles County, which has 9.9 million residents.
The crowd gathered around 7:30 p.m. local time before filling the parking lot at the center, where sheriff's deputies were guarding both the outside of the building and the counting inside, reports said. At least five protesters carried assault-style rifles and others wore handguns, according to the paper. (Arizona is a permit-less carry state.)
Some were able to get inside and ask questions about the vote count before being asked to leave, Phoenix's KNXV-TV reported.
As of 9 p.m., the Maricopa County Sheriff’s Office said it was aware of the protest and was monitoring the crowd, and “everyone is peaceful and no arrest has been made."
While most of the demonstrators showed support for the president, a few counterprotesters arrived and held up anti-Trump signs.
The rally came as people from both major political parties remained inside the election center as ballots were processed and counted, and the procedure was live-streamed online at all times.
“Everyone should want all the votes to be counted, whether they were mailed or cast in person,” said a statement signed by Clint Hickman, the GOP chair of the Maricopa County Board of Supervisors, and Democratic Supervisor Steve Gallardo. “An accurate vote takes time. ... This is evidence of democracy, not fraud.”
Meanwhile, Rep. Paul Gosar, R-Ariz., who joined the crowd, said, “We're not going to let this election be stolen. Period.”
The protest also came as the Republican Attorney General's Office in Arizona was investigating complaints from some Maricopa County voters that their ballots may have been discarded because they were filled out with a Sharpie marker pen.
However, Maricopa County officials said Wednesday on Twitter that the markers were "not a problem for our tabulation equipment, and the offset columns on ballots ensure that bleed-through won’t impact your vote."
As of 1 a.m. ET Thursday, Biden had garnered just under 51%, or 1,444,213, of Arizona's votes, according to the Fox News Decision Desk. Trump won roughly 48%, or 1,365,040, of the state's votes.
Maricopa County released new election results early Thursday and Trump picked up about 10,000 votes. Biden still leads 50.49% to 48.14%.
The state reported 88% of the votes.
Fox News' Julia Musto contributed to this report