Trump, the current frontrunner for the Republican nomination, began the evening by refusing to commit to not running as a third party candidate if he did not win the nomination.
When questioned about some of the rhetoric he used against women, Trump joked that he was just talking about Rosie O'Donnell.
"I have been challenged by so many people, I don't have time for political correctness," Trump said. "This country doesn't have the time. It's fun. We have a good time."
Trump told moderator Megyn Kelly, who asked the question, that he had been very nice to her.
"But I could not be based on the way you've treated me," Trump said.
The real estate mogul took credit for starting a discussion about illegal immigration.
"This was not a subject that was on anyone's mind until I brought it up," Trump said. "We need to build a wall and it has to be built quickly. I don't mind a beautiful door on that wall. We need to keep the illegals out."
Trump called American leaders and politicians "stupid" and that Mexican politicians are smarter, sharper and more cunning.
Kentucky Senator Rand Paul sparred with Trump over Trump's support for a single payer system and Trump quipped that Paul was having an off night.
Trump was also questioned on his businesses filing for bankruptcy, and said his companies took advantage of the bankruptcy law.
"I had the good sense to leave Atlantic City before it cratered," Trump said. "I made a lot of money and I'm very proud of it."
Trump admitted that he evolved on many issues, just like Ronald Reagan and said he was pro-life. He said by donating money to the Clintons, he got them to attend his wedding.
"Our country is in serious trouble," Trump said. "We have a president who doesn't have a clue. I would say he's incompetent, but that's not nice."
Earlier Thursday, the seven candidates who did not rank in the Top 10 in polling, including Peekskill native and Garrison resident George Pataki, had a separate forum. For more on that, click here.
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