"Until we can have a wall and proper security we're going to be guarding our border with the military. That's a big step," Trump said Tuesday at the White House.
"We are going to be doing things militarily," Trump added, saying that he discussed the idea with Defense Secretary James Mattis.
The Pentagon did not immediately respond to CNBC's request for comment.
While it is unclear which service branch would guard the border, the U.S. Northern Command has an area of responsibility that includes the continental U.S., Alaska, Canada, Mexico and portions of the Caribbean.
Late last month Trump floated the idea of the military paying for the wall on Twitter. The Pentagon also said the president had an "initial" discussion with Mattis about it. But according to two Democratic senators, the Pentagon "has no legal authority" to use appropriated funds for Trump's border wall project. The two Democratic senators wrote a letter to Mattis on Monday stating as much.
"Such a controversial move could only be funded by cutting other vital priorities for our service members, mere weeks after the Department communicated its needs to the Senate Defense Appropriations Subcommittee during omnibus appropriation negotiations," Democratic Sens. Jack Reed and Dick Durbin wrote.
"We conclude that the Department of Defense has no legal authority, with or without a reprogramming request, to use appropriated funds for the construction of a border wall."
The letter from Reed, of Rhode Island, and Durbin, of Illinois, comes on the heels of reports that Trump suggested the idea to "several advisors" after being disappointed by the amount of money allocated for border security in the $1.3 trillion omnibus bill.
Trump wanted as much as $25 billion to build a wall on the border between the U.S. and Mexico, but the legislation only authorized $1.6 billion for fencing, surveillance technology and other measures.
During the presidential campaign, Trump repeatedly promised Mexico would fund the wall, but he has backed off those pledges in office, seeking federal money instead.