Police say they were alerted by members of the public that an individual was concealing a firearm and walking along the area of North High Street, where a large rally was also gathering.
Officers quickly identified the suspect and conducted a pedestrian stop.
"It was very scary for sure that he was just walking around," said David Pecht, from Downingtown, Pennsylvania.
The man was taken into custody after an unlicensed firearm was found during a search.
"Why do you have to do that during a peaceful protest," said Anna Oehrlein, from Coatesville, Pennsylvania.
The suspect does not have a registered conceal to carry permit.
The West Chester Borough Police Department say they received assistance from the Chester County Sheriff's Office, as well as the FBI to ensure the safety of the community.
No one was injured.
"I think the cops did a really nice job," said Chelsea Kendall, from Downingtown, Pennsylvania.
Police ask anyone with information regarding the incident to call the West Chester Borough Police Department at 610-696-2700.