"No wall can stop us if we believe in ourselves," tweeted the 37-year-old former Barcelona stalwart in a post including video of him firing home a trademark freekick from his Barca days.
Marquez, nicknamed the "Kaiser of Michoacan", his home region, played for Monaco between 1999 and 2003, then had seven years with Barca before a stint in the MLS. He left the US in 2012 for Guadalajara-based side Atlas.
Trump insists he will go ahead with his pre-election pledge to build a wall along the border and get Mexico to pay for it -- prompting Mexican President Enrique Pena Nieto on Thursday to call off a meeting with the new US leader.
German outfit Borussia Dortmund also got involved in the controversial issue, tweeting an image of their fans at their stadium forming a "yellow wall" of support.
"The only wall we believe in," said the caption.