Sandford told police he had driven to Nevada from California to kill Mr Trump, according to court documents.
He allegedly visited a gun range the day before to practise shooting.
Sandford, Dorking, Surrey, appeared dressed in a yellow prison uniform at a federal court in Las Vegas.
He pleaded not guilty to disrupting government business and official functions and two charges of being an illegal alien in possession of a gun.
When asked if he understood the charges he replied: “Yes I do”.
He was then asked how he will plead – and he answered “not guilty”.
Sandford – who had been living in the US for around 18 months – allegedly told investigators he expected to die in the attempt on June 18 – which he had been planning for a year.
He also claimed to have booked tickets for another Trump rally in Phoenix, Arizona, in case he was unable to attempt to take the billionaire’s life in Las Vegas, prosecutors claim.
Sandford’s mum Lynne defended her son on British TV.
She said: “I was woken from my sleep to the phone call. Obviously I was bit disorientated.
“When the foreign office said: ‘We’ve found Michael,’ I was very relieved.
“I asked where they’d found him which was the first shock because to my knowledge he was nowhere near Las Vegas – and then the shocks just kept coming.
“They said he’d been arrested and what for and my world just fell apart.”
Sandford was remanded in custody and is due to stand trial on August 22.