US President Donald Trump has given his first interview since being sworn in as the country's commander in chief.

The exclusive one hour television interview with ABC News anchor David Muir was filmed in the White House and aired in the US at 2pm AEDT time today.

Top of the agenda was a probe into alleged voted fraud and the proposed wall on the Mexico border.

Trump said he will launch an investigation into alleged voter fraud following his unsubstantiated claims that millions of people illegally cast ballots during the 2016 election.


He said he's calling for the probe because he wants "the voting process to be legitimate".

"You have people that are registered who are dead, who are illegals, who are in two states," Trump said.

"You have people registered in two states. They're registered in a New York and a New Jersey. They vote twice. There are millions of votes, in my opinion," Trump said.

"When you look at the people that are registered: dead, illegal and two states, and some cases maybe three states - we have a lot to look into."

Trump told Muir that Mexico will ultimately foot the bill "100 per cent" for the proposed border wall and that negotiations between the two nations would begin "relatively soon." He said US taxpayers will pay for the wall upfront.

"Ultimately, it will come out of what's happening with Mexico ... and we will be in a form reimbursed by Mexico, which I've always said," Trump said.

"All it is, is we'll be reimbursed at a later date from whatever transaction we make from Mexico," he said.

"I'm just telling you there will be a payment. It will be in a form, perhaps a complicated form. What I'm doing is good for the United States. It's also going to be good for Mexico. We want to have a very stable, very solid Mexico."

Trump said construction would start almost immediately.

"As soon as we can, as soon as we can physically do it," he said.

"I would say in months, yeah. I would say in months - certainly planning is starting immediately."

Trump moved aggressively to tighten the nation's immigration controls Wednesday, signing executive actions to jump-start construction of his promised U.S.-Mexico border wall and cut federal grants for immigrant-protecting "sanctuary cities."

As early as Thursday, he is expected to pause the flow of all refugees to the U.S. and indefinitely bar those fleeing war-torn Syria.

"Beginning today the United States of America gets back control of its borders," Trump declared during a visit to the Department of Homeland Security. "We are going to save lives on both sides of the border." The actions, less than a week into Trump's presidency, fulfilled pledges that animated his candidacy and represented a dramatic redirection of U.S. immigration policy. They were cheered by Republicans allies in Congress, condemned by immigration advocates and triggered immediate new tension with the Mexican government.

"I regret and reject the decision of the U.S. to build the wall," Mexican President Enrique Pena Nieto said Wednesday in a nationally televised address. Trump is expected to wield his executive power again later this week with the directive to dam the refugee flow into the U.S. for at least four months, in addition to the open-ended pause on Syrian arrivals.

The president's upcoming order is also expected to suspend issuing visas for people from several predominantly Muslim countries - Iran, Iraq, Libya, Somalia, Sudan, Syria and Yemen - for at least 30 days, according to a draft executive order obtained by The Associated Press.

- With AP