He was a Democrat from 2001-2009 then was no party until 2012 when he switched back to Republican (which he had been a couple times before). But....
In a 2004 interview, Trump told CNN's Wolf Blitzer: "In many cases, I probably identify more as Democrat," explaining: "It just seems that the economy does better under the Democrats than the Republicans. Now, it shouldn't be that way. But if you go back, I mean it just seems that the economy does better under the Democrats...But certainly we had some very good economies under Democrats, as well as Republicans. But we've had some pretty bad disaster under the Republicans."