Mr Hannity tweeted a day before the Monday rally: “To be clear: I will not be on stage campaigning with the president.”
Following his appearance, critics accused Fox News of peddling “state propaganda” for Mr Trump’s administration.
The TV personality was announced by the US president at the gathering in Cape Giradeau, Missouri, where Republican candidate Josh Hawley is trying to unseat vulnerable Democratic Senator Claire McCaskill.
Mr Hannity appeared to be referencing fellow broadcasters when he told the crowd: ”By the way, all those people on the back are fake news.”
The statement prompted a roar from the crowd and Mr Trump smiled.
The Fox news anchor also said: ”The one thing that has made and defined your presidency more than anything else: promises made, promises kept.”
On Monday, Mr Hannity tweeted: ”In spite of reports, I will be doing a live show from Cape Girardeau and interviewing President Trump before the rally.
“To be clear, I will not be on stage campaigning with the president. I am covering final rally for my show. Something I have done in every election in the past.”
Fellow Fox news presenter Jeanine Pirro also addressed the Republican rally, urging them to vote.
Responding to the event, CNN political commentator Tara Setmayer said: “We have an entire major news network that has become state propaganda for this administration.
“It’s completely inappropriate.”
Mr Hannity reportedly has a close relationship with the US president, with New York Magazine reporting earlier this year the pair spoke to each other every night.
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