Borrell said that he did not support a wall along the border between the United States and Mexico and that Spanish diplomats had told Trump that the situation was considerably different in scale anyway.
Mr Trump's pledge to build a wall between the USA and Mexico was one of his best-known election promises. According to Spanish newspaper, El Pais, Borrell said President Trump told him to "build a wall in the Sahara", before stating that "The border with the Sahara can not be bigger than ours with Mexico".
The world's biggest desert stretches 3,000 miles across several global borders in North Africa - including the Morocco/Algeria border.
The Guardian reports that Spanish Foreign Minister Josep Borrell relayed Trump's remarks to attendees at a luncheon in Madrid.
President Trump inspecting border wall prototypes in San Diego in March 2018
It was unclear from the Spanish media whether Trump was speaking in jest when he made the purported comments.
Spain's politicians have agreed a solution needs to be found to deal with the migration crisis, with Africa's population set to double in the next 20 years.
Spain has now overtaken Italy and Greece as the most popular destination for migrants.
Prototypes of Donald Trump's proposed wall are being built near San Diego, California. In an interview with the right wing news outlet The Hill, the president said his visit on the 17th anniversary of the 9/11 attacks to the "gorgeous" Flight 93 memorial wall (image above) inspired him to push even harder.
James Bond: Cary Joji Fukunaga replaces Danny Boyle as next 007 director
The official James Bond Twitter handle quoted Wilson and Broccoli as saying, "We are delighted to be working with Cary. He could be the flawless collaborator to send off Craig's acclaimed take on James Bond in his fifth and final film.