President Trump Donald John TrumpFederal prosecutor speaks out, says Barr 'has brought shame' on Justice Dept. Former Pence aide: White House staffers discussed Trump refusing to leave office Progressive group buys domain name of Trump's No. 1 Supreme Court pick MORE declared Wednesday that the U.S. is building a border wall in Colorado despite the fact that the Western state does not sit on the U.S-Mexico border.

"You know why we're going to win New Mexico? Because they want safety on their border. And they didn't have it," Trump said during a speech at the Shale Insight conference in Pittsburgh.

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"And we’re building a wall on the border of New Mexico," he continued. "And we’re building a wall in Colorado. We’re building a beautiful wall, a big one that really works that you can’t get over, you can’t get under."

He added, "And we’re building a wall in Texas. And we’re not building a wall in Kansas, but they get the benefit of the walls we just mentioned. And Louisiana’s incredible.”

President Trump: "We're building a wall on the border of New Mexico and we're building a wall in Colorado." pic.twitter.com/f9ZIdxOhXt — The Hill (@thehill) October 23, 2019

Colorado sits directly on top of New Mexico, and aside from Trump’s comments, there are no reports that his administration is building a wall in the state.

Trump in a tweet early Thursday said the remark was made "kiddingly."

"(Kiddingly) We’re building a Wall in Colorado”(then stated, “we’re not building a Wall in Kansas but they get the benefit of the Wall we’re building on the Border”) refered to people in the very packed auditorium, from Colorado & Kansas, getting the benefit of the Border Wall!" he said.

(Kiddingly) We’re building a Wall in Colorado”(then stated, “we’re not building a Wall in Kansas but they get the benefit of the Wall we’re building on the Border”) refered to people in the very packed auditorium, from Colorado & Kansas, getting the benefit of the Border Wall! — Donald J. Trump (@realDonaldTrump) October 24, 2019

There is a piece of the border wall being built along the Colorado River in Arizona, which shares a border with Mexico.

Lawmakers and other officials knocked Trump for his initial comments, with Sen. Patrick Leahy Patrick Joseph LeahyBipartisan representatives demand answers on expired surveillance programs Democrats shoot down talk of expanding Supreme Court Battle over timing complicates Democratic shutdown strategy MORE (D-Vt.) tweeting a photo of a U.S. map with a Sharpie outline along the Colorado border.

Former Colorado Gov. John Hickenlooper John HickenlooperThe Hill's Morning Report - Sponsored by Facebook - Trump previews SCOTUS nominee as 'totally brilliant' Cook Political Report shifts Colorado Senate race toward Democrat Willie Nelson playing at virtual fundraiser for Hickenlooper MORE (D) tagged New Mexico Sens. Martin Heinrich Martin Trevor HeinrichSenate Democrats demand White House fire controversial head of public lands agency Senate Democrats seek removal of controversial public lands head after nomination withdrawal Five takeaways from final Senate Intel Russia report MORE (D) and Tom Udall Thomas (Tom) Stewart UdallLWCF modernization: Restoring the promise OVERNIGHT ENERGY: House Democrats tee up vote on climate-focused energy bill next week | EPA reappoints controversial leader to air quality advisory committee | Coronavirus creates delay in Pentagon research for alternative to 'forever chemicals' Senate Democrats demand White House fire controversial head of public lands agency MORE (D) in a tweet, saying, “Do one of you want to break it to @realDonaldTrump that Colorado's border is with New Mexico, not Mexico...or should I?”

Hey @TeamHeinrich & @tomudall

do one of you want to break it to @realDonaldTrump that Colorado's border is with New Mexico, not Mexico...or should I? https://t.co/8Qqe59Oep4 — John Hickenlooper (@Hickenlooper) October 23, 2019

George Conway George Thomas ConwayGeorge and Kellyanne Conway honor Ginsburg Lincoln Project releases new ad blasting Trump as 'a horrible role model' George Conway hits Trump on 9/11 anniversary: 'The greatest threat to the safety and security of Americans' MORE, husband to White House counselor Kellyanne Conway Kellyanne Elizabeth ConwaySpecial counsel investigating DeVos for potential Hatch Act violation: report George and Kellyanne Conway honor Ginsburg Trump carries on with rally, unaware of Ginsburg's death MORE and an outspoken Trump critic, tweeted that “we can confidently say that Mexico is never going to pay for a wall with Colorado.”

--This report was updated on Oct. 24 at 6:21 a.m.