The three-page notice was filed today with US District Judge Andrew Hanen in Brownsville, Texas. The appeal will be handled by the 5th US Circuit Court in New Orleans.
Court documents detailing the legal arguments were expected to be filed at a later date.
Hanen issued a preliminary injunction last week that put on hold Obama's orders, issued in November, that could spare from deportation as many as 5 million people in the US illegally.
Federal officials today also asked Hanen to put the injunction on hold.