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.
There will also be measures that force so-called sanctuary cities in the US to co-operate with the authorities on deporting illegal immigrants.
"Sanctuary cities" are places that don't arrest or detain immigrants living in the country illegally.
Later this week, Mr Trump is expected to announce immigration restrictions from seven African and Middle Eastern countries, including Syria, Yemen, and Iraq.
He is also likely to halt access to the country for some refugees - until the vetting process can be made more rigorous.
The BBC's David Willis in Washington says immigration and humanitarian organisations are likely to be outraged by the measures.
Trita Parsi, from the National Iranian American Council, said: "Donald Trump is making good on the most shameful and discriminatory promises he made on the campaign trail.
"He called for a Muslim ban and is now taking the first steps to implement one. This will not stand. The American people are better than this."
But one of Mr Trump's advisers on the transition team at the Department of Homeland Security, James Carafano, said the new measures should not be seen as anti-Muslim.
"The constitution and the law gives the executive lots of authority in terms of issuing visas," said Mr Carafano, who is from the conservative think-tank the Heritage Foundation in Washington.
"If they're based on security concerns, of course they have nothing to do with a person's actual religion, it's based on that they're conflict zones or that there are security concerns coming out of that country."
BBC North America editor Jon Sopel said: "Throughout this week the new president has been making a series of down payments on his most high profile election pledges.
"On Monday and Tuesday, jobs and trade; today, border security."
Meanwhile, Mr Trump has promised a "major investigation into voter fraud", after making claims about millions of illegal ballots.
The new president said the inquiry would include "those registered to vote in two states, those who are illegal".
Mr Trump also said the probe would focus on "those registered to vote who are dead (and many for a long time)".
He has claimed that up to five million illegal votes were cast for Hillary Clinton but has offered no evidence.