"Naturally, there is concern," the Holy See's number three, Monsignor Angelo Becciu, said on the Catholic TV channel TV2000, in response to a question.
"We are builders of bridges, far less of walls, and all Christians should emphatically reaffirm this message."
Becciu noted that Pope Francis had repeatedly stressed the need "to integrate those who arrive, who come into our society, into our culture."
Trump has run into a storm of criticism since signing orders to build an anti-migrant frontier wall with Mexico and temporarily ban nationals from seven countries -- Iran, Iraq, Libya, Somalia, Sudan, Syria and Yemen -- for 90 days.