Hundreds joined the controversial figure in a march around campus.
Yiannopoulos claimed the university's administration forced his speech to be canceled.
"The university said on Twitter and to the press that the College Republicans canceled the event, well it's only true in the most technical of senses," Yiannopoulos told FOX40. "And the reason they did it is they wanted to suggest it was a decision they didn't make for not fulfilling their First Amendment responsibilities."
Davis College Republicans, the club who organized the event, said ultimately the decision to cancel was there's to make.
"The threat to student safety was just so large that we couldn't possibly continue," said Thomas Atanaspasov, treasurer of the Davis College Republicans.
But Yiannopoulos said they really had no other choice.
"These were 19-year-olds that they'll be personally responsible for the destruction of property and for injury to people, as result of protesters to their event -- what do you think they would have done?" Yiannopoulos said.
That's why he led a march around the campus Saturday, with hundreds of his supporters.
"We're just here to be together as conservatives and to stand up for free speech, because what I felt happened last night wasn't right," one supporter told FOX40.
A few did come out to protest Yiannopoulos, but a fraction of the number from the night before.
"The problem that a lot of people had last night was that the tuition that all students have paid were going to fund his speech," said Cammie Lupert, who came to protest Yiannopoulos.
Those who don't support his message, were met with some hostilities.
"A man just kind of kept coming up and pushing me and calling me every name in the book," said Mackenzie Wilson, who came to protest Yiannopoulos.
At one point, Yiannopoulos himself cracked jokes when a protester was pushed by his supporters.
But his supporters said they were also attacked by protesters Friday night.
"I got urine thrown on me," one Yiannopoulos supporter, who wished to not be identified, told FOX40.
A spokesperson for the university said there were no major injuries or arrests reported after Saturday's march. UC Davis Police also could not confirm that any urine or feces had been thrown during the protests.