He is to sign a border security bill to avert a government shutdown - but also act to bypass Congress and use military funds for the wall, a statement said.
Senior Democrats have responded by accusing him of committing a "gross abuse of power" and a "lawless act".
Congress must first pass the bill before it is signed by the president.
Building the wall was a key election promise but Mr Trump has so far been unable to get the necessary funding.
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