Flanked by posters of alleged members of the Venezuelan gang Tren de Aragua, Trump also said that if elected he would launch a national "Operation Aurora" to target the gang members.
Trump, the Republican presidential candidate, has noticeably hardened his anti-immigration rhetoric in the final weeks of the US election campaign, where he aims to defeat Democratic candidate Kamala Harris.
Illegal immigration is a top voter concern, and Trump is seen by most voters as the person best able to address it, opinion polls show.
"I'm hereby calling for the death penalty for any migrant that kills an American citizen or a law enforcement officer," Trump said to loud cheers from a large crowd of supporters.
Trump has already proposed an expansion of the death penalty for other offenders, including people convicted of sex trafficking women and children.
Nearly half of US states ban the death penalty. An expansion of eligible crimes would require an act of the US Congress.
Trump ramped up anti-immigration rhetoric during a campaign event in Aurora, Colorado. (AP PHOTO)
At the rally on Friday, Trump reiterated a pledge to focus enforcement on Aurora if re-elected.
"I will rescue Aurora and every town that has been invaded and conquered," he said. "We will put these vicious and bloodthirsty criminals in jail or kick them out of our country."
Despite Trump's dramatic statements aimed at rousing his base, no town in America has been taken over by migrants.
Aurora Mayor Mike Coffman, a Republican, said in a statement ahead of Friday's rally that "concerns about Venezuelan gang activity have been grossly exaggerated".
Major crimes in Aurora have dropped year-on-year, according to Aurora Police Department statistics.
Earlier Trump's campaign requested the use of military aircraft and vehicles to protect the former US president as he campaigns during the final weeks of the presidential election, the New York Times and Washington Post reported.
The request follows two recent assassination attempts against the Republican presidential candidate. It also comes after Trump's campaign last month said he had been briefed by US intelligence officials on alleged threats from Iran to assassinate him.
A representative for the US Secret Service, which is charged with protecting presidential candidates, said "the former president is receiving the highest levels of protection" but confirmed the Trump campaign had requested more.
Representatives for Trump's campaign did not immediately respond to a request for comment.
Trump survived an assassination attempt in July. (AP PHOTO)
According to the New York Times, Trump's campaign has been in contact with White House chief of staff Jeff Zients and acting Secret Service Ronald Rowe asking for military assets to protect the Republican candidate.
Trump's campaign told officials that it has had to move, reschedule or cancel campaign events because of lack of adequate protection, the Times reported, citing four people briefed on the matter.
His campaign also asked for expanded flight restrictions over his homes and campaign rallies as well as pre-positioned ballistic glass at events in battleground states, the Washington Post reported, citing emails it had obtained and unnamed sources.
The Office of the Director of National Intelligence has acknowledged the September briefing to Trump but did not confirm any specifics.
Meanwhile, Harris will next week highlight her economic policies that benefit Black men, hoping to energise a voting bloc that some advisers fear has embraced Trump in large numbers, three sources familiar with the plans said.
Democratic presidential nominee Kamala Harris will campaign in Detroit next week. (AP PHOTO)
The policy focus will coincide with an event in Detroit on Tuesday where Harris will be interviewed by popular Black radio personality Charlamagne tha God, who has been critical of the Biden administration, the sources said.
Harris will discuss access to capital for Black entrepreneurs, ways to grow small businesses and housing solutions but will not touch on racial justice issues, the sources said. The policies will borrow from her broader economic package aimed at lowering costs and boosting the middle class, they added.
