Mr Trump had boasted earlier this week that almost a million people had requested tickets for the event at Tulsa's Bank of Oklahoma Center.
But the 19,000-seat arena was far from full and plans for him to address an outside "overflow" area were abandoned.
There had been concerns about holding the rally during the pandemic.
Those attending the rally had to sign a waiver protecting the Trump campaign from responsibility for any illness. Hours before the event began, officials said six staff members involved in organising the rally had tested positive.