While Mai takes issue with Trump's remarks, she remains committed because of the hard work the women of the competition have put forth and to project a positive message to the country.
"I support every single woman that is standing on that stage that understands what it's like to be committed to getting to where they are right now," Mai told ET. "If this one man is going to make these comments it's going to stop you from representing your family and what you believe in? No, not for me at least."
Mai's family supports her in her decision.
"My mom, I'm so proud of her," Mai said. "She called me and she literally was like, 'This is why I came from Vietnam. This is why I got on the boat and escaped communism to be here ... You get to go and tell the world what it is to live a life from an immigrant family and how to do so much change with who you are right now.'"
Mai said that she will not be taking a penny of the money earned through co-hosting the event.
"I am going to take my compensation and donate it to a charity that I feel is deserving of my work," Mai said.
Her decision to stay follows exits from former co-hosts Cheryl Burke and Thomas Roberts. Univision and NBC also dropped the Miss USA and Miss Universe pageants, but REELZ channel has agreed to air Miss USA live on Sunday, July 12 at 8 p.m. ET.
While announcing his presidential run on June 16, Trump ignited a firestorm of criticism when he said, "When Mexico sends its people, they're not sending their best. They're sending people that have lots of problems. They're bringing drugs. They're bringing crime. They're rapists."
However, Trump insists his words were misconstrued.
"I never singled out Mexico," Trump explained to ET. "What I said is that people are coming across the border and they are coming through Mexico. Mexico is doing very little to stop it, that I can tell you. They are coming from all over the place, but it's illegal immigration. They come in unlawfully and there is tremendous crime around the people that are coming in."