In a Sunday evening voicemail to employees, Blankfein said the investment bank does not support the immigration ban, and he noted it had already been challenged in federal court.
A spokesman for Goldman Sachs confirmed the voicemail to CNBC and called it "our official response."
"If the order were to become or remain effective, I recognize that there is potential for disruption to the firm, and especially to some of our people and their families," Blankfein said. "I want to assure all of you that we will work to minimize such disruption to the extent we can within the law and are focused on supporting our colleagues and their families who may be affected."
The message came following the Trump administration's announcement that it would temporarily bar U.S. entry to travelers from Iraq, Syria, Iran, Sudan, Libya, Somalia and Yemen.
Blankfein ended the voicemail by quoting from the company's business principals:
"'For us to be successful, our men and women must reflect the diversity of the communities and cultures in which we operate. That means we must attract, retain and motivate people from many backgrounds and perspectives. Being diverse is not optional; it is what we must be.' Now is a fitting time to reflect on those words and the principles that underlie them," Blankfein said.