US President Donald Trump will be ordering the construction of his signature Mexican border wall on Wednesday, a media report said.

White House officials told the New York Times that Trump was during an appearance at the Department of Homeland Security, was expected to sign the executive order — directing federal funds to be focused on creating the structure.

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Building a wall on the Mexican border was one of Trump's biggest promises during his campaign.

He ultimately believes that doing so would put a stop to the influx of illegal immigrants coming into the US. He has already held the "illegal" immigrants responsible for costing him the popular votes.

"Big day planned on NATIONAL SECURITY tomorrow. Among many other things, we will build the wall!" Trump tweeted on Tuesday night.

While the wall would not be completed for quite some time, officials told the Times that the President was also considering a policy that would temporarily stop refugees from coming from Syria, as well as other majority-Muslim nations that were deemed "terror prone".