A statement from the band's legal team said it was working with the performing rights organisation, the BMI, to stop the unauthorised use of their music.
The Trump campaign used the song You Can't Always Get What You Want at last week's rally in Tulsa, Oklahoma.
The same song was used by the Trump campaign during the 2016 US election.
"The Rolling Stones do not endorse Donald Trump," the band tweeted in 2016.