The Supreme Court should never have given the go-ahead for a "fishing expedition" for the former president's tax returns, Trump's office said Monday.
"I will fight on, just as I have, for the last five years", the president's office quoted Trump as saying.
The US Supreme Court earlier greenlighted the disclosure of Trump's financial records and tax returns, allowing a New York City prosecutor to obtain the relevant data.
The judges effectively overturned Trump's request filed in October to block a lower court ruling to grant the Manhattan District Attorney Cyrus Vance Jr.’s office access to his financial data.
The Manhattan District Attorney is seeking the former president's financial data spanning 10 years, as part of a probe into alleged hush money payments, including to porn star Stormy Daniels, with whom Trump purportedly had an affair in 2006.
The Supreme Court previously rejected another filing by Trump, claiming that his accounting firm Mazars USA cannot be forced to release his records due to his status as US president.
Trump has been evasive about his tax returns, refusing to disclose them to the public during his campaign in defiance of a longstanding tradition to do so by presidential hopefuls.
In September, he denounced a New York Times' report on his tax bill, which the newspaper claimed was $750 in 2017, dismissing it as "totally fake news".