The new US president is expected to sign several executive orders regarding immigration and border security over the next few days.
They are likely to include the "extreme vetting" of people coming from seven predominantly Muslim countries in the Middle East and Africa. This would restrict refugee access.
Mr Trump tweeted: "Big day planned on national security tomorrow. Among many other things, we will build the wall!"
Building a 2,000-mile wall along the Mexican border was one of his key proposals during the presidential election campaign.
During his election campaign, Mr Trump said Mexico would pay for the wall, which he said would cost about $8bn (£6.4bn).
He has since said the US would recoup the costs from its neighbour at a later date.
But Mexico's president and senior officials have said that they will not pay for the wall, despite Mr Trump's campaign pledge.