After being asked to tone down his rhetoric in his campaign, real estate mogul Donald Trump threatened to run as a third-party presidential candidate if the Republican National Committee (RNC) treats him unfairly in the 2016 primary season.

Shortly after, Trump brought his presidential campaign to the US-Mexican border on Thursday and was greeted at the airport in Laredo, Texas, by protesters while standing by his controversial comments on Mexican immigrants coming into the US to engage in criminal activities.

Trump, who has been leading in national polls for the Republican presidential nomination race, called the RNC as "unsupportive" and "very foolish" for rebuking him when he pointed out that Arizona Sen. John McCain, to his mind, is not really a war hero.

"The RNC has not been supportive. They were always supportive when I was a contributor. I was their fair-haired boy. The RNC has been, I think, very foolish," Trump told The Hill in an exclusive interview at the Trump Tower on Wednesday.

"So many people want me to (run as a third-party candidate), if I don't win (the GOP nomination. But) I'll have to see how I'm being treated by the Republicans. Absolutely, if they're not fair, that would be a factor," he said.

Earlier this month, RNC Chairman Reince Priebus asked the business magnate to tone down his controversial rhetoric after Trump refused to retract his statements against McCain, a former US military pilot who was captured during the Vietnam War.

Former Texas Gov. Rick Perry said Trump and his brand of controversial campaign strategy could eventually be bad for the Republican Party.

"He offers a barking carnival act that can be best described as a Trumpism: a toxic mix of demagoguery, mean-spiritedness and nonsense that will lead the Republican Party to perdition if pursued," Perry said, according to News Max.

Trump, who initially gained media mileage for his inflammatory statements against Mexican immigrants, complained that the RNC warning was born out of disdain against somebody like him, who is not part of the political class.

"I'm not in the gang. I'm not in the group where the group does whatever it's supposed to do. I want to do what's right for the country—not what's good for special interest groups that contribute, not what's good for lobbyists and the donors," he added, according to The Hill.

On Thursday, Trump flew to the Texas town of Laredo for a "boots on the ground" trip.

Talking to journalists, he said the United States faces "a tremendous danger on the border with the illegals coming in."

Asked whether he had evidence for his claim that Mexico sends rapists and other criminals across the border, he replied, "Yes, I have, and I've heard it from a lot of different people."

Trump nearly aborted his Texas trip when Border Patrol agents who had been scheduled to accompany him pulled out at the last minute.