The Customs and Border Protection said four of the prototypes will be made from concrete, while the others are from "alternate or other materials", The Independent wrote.
Its plan is to try out several sections of wall near San Diego.
Trump had promised to build a "big beautiful wall" between the countries.
With a heavy federal and local law enforcement presence, workers have broken ground in an area surrounded by chain link fencing at Otay Mesa, one of three ports of entry in the San Diego-Tijuana metropolitan region.
The prototypes will be up to 30ft (9m) high and 30ft long and are expected to be completed within 30 days.
Officials will then spend up to three months evaluating the designs for their effectiveness, including gauging their resistance to penetration with small hand tools.
Cameras and sensors will be incorporated into the final wall plan.
Each wall will cost up to $450,000 (£334,000) and will be paid for by federal funds which have already been sanctioned. There is, however, no agreement on the initial $1.5 billion (£1.11 billion) Trump has requested from Congress to start construction of the final wall.
During his campaign, Trump insisted that Mexico would pay for the structure.
"We are committed to securing our border and that includes constructing border walls," said Ronald Vitiello, acting deputy commissioner of the Customs and Border Protection agency.
"Our multi-pronged strategy to ensure the safety and security of the American people includes barriers, infrastructure, technology and people."
Four companies have been chosen to build the prototypes but the final wall is likely to be based on an amalgamation of design features.
The border agency says the prototypes "will inform future design standards which will likely continue to evolve to meet the US Border Patrol's requirements".
Trump has said some sections of the wall could be transparent so that people on the US side cannot be hit by bags of drugs being tossed over from Mexico. He has also suggested that parts of the wall could be covered in solar panels.
But California's attorney general is attempting to block the construction of a border wall. A lawsuit filed in a federal district court in San Diego last week argues that the government has overstepped its authority by waiving environmental reviews and other laws.