The killing of Sylville Smith, which took place in a predominantly African-American part of Milwaukee on Saturday, led to several days of protests.
"We have to obey the laws or we don't have a country," Mr Trump told Fox News after visiting police in the city.
A string of fatal police shootings have sparked demonstrations across the US.
Protesters say the police are too ready to use lethal force against African Americans.
In the latest incident on Saturday, 23-year-old Mr Smith was stopped by police and then fled.