President Donald Trump says construction on a US-Mexico border wall will begin "as soon as we can," adding that US taxpayers will foot the bill initially but Mexico will eventually provide reimbursement funds.

"What I'm doing is good for the United States," he told ABC News in his first interview as President in a clip released Wednesday. "It's also going to be good for Mexico. We want to have a very stable, very solid Mexico."

White House Press Secretary Sean Spicer told reporters at the Wednesday press briefing that Mexico will pay for the wall "one way or another."

President Trump signed an executive order asking the federal government to find ways to stop funding federal grants to 'sanctuary cities', which protect undocumented immigrants by not prosecuting them for violating federal immigration laws in the US.