"Our goal is to make Mexico a powerful country… Nobody will threaten us that they will close or militarize the border, or build a wall," Obrador said at a meeting with engineers.
Lopez Obrador is expected to take office on December 1.
Trump has repeatedly pledged to build a wall on US-Mexico border in order to stop illegal migration, as well as human and drugs trafficking. Building a border wall was one of Trump's key promises throughout his presidential campaign.
READ MORE: Trump Inspects Wall Prototypes for US-Mexico Border in California
Previous week, Donald Trump said at a meeting with his supporters in the city of Tampa, Florida that the construction of the wall had already started.