An estimated 700 people attended the rally at the Tucson Convention Center, about four miles from the University of Arizona's nursing school, where Monday's shootings took place.
NRA Chief Executive Officer Wayne LaPierre defended the get-out-the-vote event for Arizona Republican candidates, saying it had long been planned and that there was no connection between the gunman's actions and what the NRA stands for.
"I honestly think that if a madman had driven a car into a crowd and if there was a car convention scheduled, they wouldn't cancel the convention," LaPierre said.
Republican gubernatorial candidate Matt Salmon was scheduled to appear at the event but did not attend. NRA officials said Salmon, who is in a close race with Democrat Janet Napolitano, canceled all Tucson appearances out of respect for the shooting victims.
Republican attorney general candidate Andrew Thomas said he believed the event could deliver a positive message.
"This rally is about self-defense against violent predators such as the murderer who killed three innocent professors," Thomas said.
Heston, the actor who recently announced he has symptoms consistent with Alzheimer's disease, addressed the crowd briefly, made no reference to the shootings and did not refer to the candidates by name.
"Who you're voting for is not about this man or woman," Heston said. "It's about freedom."
A few dozen people protested outside.
"We're here to tell Charlton Heston to go the hell home," said Sean Hammond, 31, of Tucson. "We just had the worst shooting in the history of Tucson just two days ago."
Tucson resident Mike Middono, 41, who attended the rally, disagreed.
"That tragedy would not have happened if more people had guns," he said.