Opposition leaders called on Pena Nieto to cancel Tuesday's trip after Trump issued a widely expected order to begin work on the massive wall.
Without mentioning the trip, Pena Nieto said he would wait for a report from a high-level Mexican delegation holding meetings in the US capital this week and consult with governors and lawmakers before deciding on "the next steps to take."
"I regret and condemn the decision of the United States to continue construction of a wall that, for years, has divided us instead of uniting us," Pena Nieto said in a brief televised message.
"Mexico does not believe in walls. I have said it time and again: Mexico will not pay for any wall," he said, referring to Trump's vow to make the southern neighbor pay for the barrier.
"Mexico gives and demands respect as the completely sovereign nation that we are," Pena Nieto said.
Pena Nieto said he ordered Mexico's 50 consulates in the United States to act as legal counsel for the rights of migrants.
"Our communities are not alone. The government of Mexico will offer legal counsel that will guarantee the protection they need," he said.
