"I think it's going to be a good event," James Allsup, president of the university's College Republicans chapter, said.
"Hopefully people will come out and get informed, and we can have a dialogue about the issues. I'm expecting a wide range of feedback," Allsup was quoted as saying by the Spokesman-Review.
The group has requested approval from university officials and hope to have the wall built by October.
The university, which is in Pullman, Washington, would be the second school to hold such a demonstration in the state. Trump supporters at the University of Washington erected a plywood wall at the Seattle campus.
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"As a Latino student, it's disappointing to see that some of my peers want to do something like this and put other students in an uncomfortable situation," Eduardo Ramos, a sophomore and member of the Latino student group MEChA said.
But Allsup said the demonstration is not about race.
Immigration has become a sensitive issue in Trump's presidential campaign. He recently gave a fiery speech on his immigration policy, the same day he met with Mexico President Enrique Pena Nieto.
Trump maintains the US will still build a wall, and that Mexico will pay for it despite Mexican officials insisting the country will not foot the bill to stop the flow of illegal immigrants to the US.
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