"They are going to people showing videos of Donald Trump insulting Islam and Muslims in order to recruit more radical jihadists," Clinton claimed last month.
A propaganda film emerged last week from al-Shabaab, al-Qaeda's affiliate in Somalia, which featured Trump's call for a "total and complete shutdown" of Muslims entering the US.
The group used Trump's comments as part of a recruitment pitch that the West was turning against its Muslim citizens, who should rise up and join jihad.
Trump responded to that video for the first time, saying terrorist groups "use other people too" in such videos, and repeating his claim that only he had "the guts" to bring up the "problem" of Muslims in America.
"What am I going to do? I have to say what I have to say," he told CBS News.
Supporters of the real-estate mogul turned presidential hopeful at the rally were unfazed by news of the al-Shabaab video.
Most seemed to believe the video was a fake, created with the intention of damaging Trump. Others said that the video indicated that terrorists feared the prospect of Trump in the White House.
Trump did not mention the video at the rally in Mississippi, focusing instead on his high poll numbers and the travails of his Republican opponents, who he portrays as a hapless, "low-energy" bunch that he will defeat easily.
An average of recent polls shows Trump with a lead of 16 per cent on the Republican side, and Clinton 23 points ahead of her Democratic rivals.
