The Republican presidential nominee vowed on Wednesday that anyone who is in the United States illegally would be subject to deportation if he is elected.
Felipe Calderón sent a message to the Republican hopeful.
The Republican hopeful plans to use a U.S. anti-terrorism law to cut off money transfers to Mexico unless it made a one-time payment of US$5 billion to US$10 billion for the wall.
Trump says it would cost between US$10 billion and US$12 billion, and Mexico will pay it.
The New York Times said that Peña Nieto's comments “may be a natural reaction given all the hatred Mr. Trump has hurled at Mexico.”
"I do not think that anyone will help him," said the Spanish actor.
Finance Minister Luis Videgaray said that building a wall between Mexico and the United States is a terrible idea based on ignorance.
The Republican senator previously favored a pathway to citizenship for immigrants in the country illegally, but now says border security - including expanding the Mexican border wall - is the priority.
Trump fired back, saying it is disgraceful for a religious leader to question a person's faith.
Trump has been the most outspoken about building a wall, and insists he'll make Mexico pay for it.