Trump entered the party hosted by the Mercer family, one of his biggest donors, at their home in the village of Head of the Harbor in St. James, N.Y., wearing a suit and a blue and white checked tie. Security guards at the event however were dressed as biker gang members Hell's Angels.
Trump walked into the home and gave reporters, who were not allowed inside, the thumbs up and posed briefly for photos, but did not respond to questions except to mouth "me," pointing to himself when asked who he was dressed as.
Trump spoke briefly at the party, thanking the Mercer family, according to a member of his press team, staying for just under two hours. It was his only outing from his Manhattan home on Saturday.
None of Trump's immediate family members attended, but his campaign manager, Kellyanne Conway, was on hand, dressed as Super Woman.
Trump's designated White House strategist Steve Bannon was also on hand, but appeared not to be in costume.
Music by Adele, Lady Gaga, Shakira, Sia and Céline Dion emanated from the Christmas light decorated home.
A wifi network set up for the party used the password "HeroesWin!"
Robert Mercer, the billionaire at whose mansion on Long Island's tony North Shore the party was held, is co-chief executive of Renaissance Technologies, a hedge fund. Daughter Rebekah Mercer sits on Trump's transition team. Trump is in the midst of choosing cabinet members.
Mercer initially supported Ted Cruz for the Republican nomination before putting his support behind Trump in the November presidential election.