President Trump vowed to always put American citizens first and build a “great, great border wall”.
He also promised to focus on “getting bad people out of this country”.
Donald Trump was greeted by chants of “USA, USA, USA!” as the president addressed the annual forum in Maryland.
“We’re building the wall,” he said.
“In fact it’s going to start very soon. Way ahead of schedule. It’s way, way, way ahead of schedule.”
Donald Trump’s comments come a day after Secretary of State Rex Tillerson and Homeland Security Secretary John Kelly met their Mexican counterparts in Mexico City.
Neither made any mention of the wall in February 23 news conference after their closed-door meetings.
The wall could cost up to $21.5 billion, according to Reuters, citing a Department of Homeland Security internal report – much higher than Donald Trump’s estimated price tag of $12 billion.
Donald Trump, who has insisted Mexico would later pay for the wall, needs Congressional approval for funding before moving forward with construction.
Mexican President Enrique Pena Nieto has said he would not finance Donald Trump’s wall.
On February 24, President Donald Trump also said he was working on a plan to “totally obliterate” ISIS.
“Foreign terrorists will not be able to strike America if they can’t get in to America,” he said.
Donald Trump continued that he “took a lot of heat on Sweden”, referring to his erroneous claim that an attack had recently happened there.
He told the crowd: “I love Sweden… but the people over there understand I’m right.”
President Trump then referred to terrorist attacks in France before telling an anecdote about a friend who used to love travelling to Paris every year, but has stopped because “Paris is no longer Paris”.
One of the loudest rounds of applause came when he emphasized his “America First” outlook.
“Global co-operation, dealing with other countries, getting along with other countries is good,” he said.
“It’s very important.
“But there’s no such thing as a global anthem, a global currency or a global flag.
“This is the United States of America that I’m representing. I’m not representing the globe; I’m representing your country.”
President Trump devoted the first 13 minutes of his speech to criticizing the media and its use of unnamed sources, without saying which stories he was unhappy with.
Relations between the White House and the media hit a new low for his presidency a few hours later.
Reporters from the BBC, The New York Times, CNN and other outlets were excluded from a briefing by the White House press secretary Sean Spicer. No reason was given, but Associated Press and Time magazine boycotted the so-called gaggle in protest.
Donald Trump is the first president to address the group during his first year in office since Ronald Reagan in 1981, according to American Conservative Union chairman Matt Schlapp.
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