The Vatican said yesterday it was worried about US President Donald Trump's moves on immigration, in the Holy See's first comment since his executive order banning travel into the United States by citizens of seven majority-Muslim countries.

"Certainly there is worry because we are messengers of another culture, that of openness," the Vatican's deputy secretary of state, Archbishop Angelo Becciu, told an Italian Catholic television station in answer to a question about Trump's order.

Becciu, who ranks third in the Vatican hierarchy, was asked about the executive order as well as Trump's promise to build a wall on the US border with Mexico.

"Pope Francis, in fact, insists on the ability to integrate those who arrive in our societies and cultures," he told TV2000.

Some Roman Catholic leaders in the United States have criticised Trump's executive order. Cardinal Blase Cupich of Chicago said on Sunday it was “a dark moment in US history" and that it was "contrary to both Catholic and American values “.

Last February, while returning from a trip to Mexico, Pope Francis said then-candidate Trump's view about building walls was "not Christian".

"A person who only thinks about building walls, wherever they may be, and not building bridges, is not Christian," the Buenos Aires-born pontiff said when asked about Trump's now infamous promises to erect a wall aimed at keeping Mexicans out of the US.