Mexican President Enrique Pena Nieto has said his country "will not pay for any wall".

"Mexico does not believe in walls. I've said time and again. Mexico will not pay for any wall," he said in a video statement posted to Twitter.

Pena Nieto said he would wait for a final report from his top officials who reached Washington on Wednesday to meet with the Trump administration before deciding which steps he would take next, media reported.

He said he had ordered government agencies to step up protection for immigrants.

The President said the 50 Mexican consulates in the US would be used to defend the rights of immigrants in the country.

He said Mexico offered and expected respect.  

"Mexico offers its friendship to the people of the US and expresses its wish to arrive at agreements with its government, deals that will be in favour of Mexico and the Mexicans," he said.

On Wednesday, US President Donald Trump signed orders directing the construction of a wall on the US-Mexico border, boosting border patrol forces and increasing the number of immigration enforcement officers who carry out deportation.