This will be Trump's first public appearance since being indicted on charges of the retention of national security documents and obstruction of justice.
In Columbus, Georgia, the former president is tentatively scheduled to speak at 2:30 p.m. Washington time (18:30 GMT); in Greensboro, North Carolina, he is expected at 6 p.m. Sunday.
US media showed Trump's motorcade making the trip from New Jersey.
Trump, who was subpoenaed Tuesday, insists he is innocent.