Donald Trump made a curious claim speaking to supporters at a rally in Pittsburgh on Wednesday: that he's building a border wall in Colorado.

"We are building a wall on the border of New Mexico, and we are building a wall in Colorado," Trump said. "We are building a beautiful wall, a big one that really works, that you can't get over, you can't get under" he continued.

Despite the state of Colorado being located well within the United States, his claim was received by rapturous applause and cheers.

Elsewhere though politicians and social media users reacted with bafflement and mockery.

"Well this is awkward... Colorado doesn't border Mexico," tweeted the state's Governor Jared Polis.