The Australian prime minister attempted to appease Mr Trump, but the president says the deal could become a huge threat to his presidency, which at this point was still in its first week.
In reality, Trump narrowly lost New Hampshire to his Democratic opponent, Hillary Clinton.
SHAPIRO: What has the White House said to you about these transcripts? "The fact is we are both in a little bit of a political bind because I have to have Mexico pay for the wall - I have to", Trump said.
His reasoning for why Mexico should pay was that it had "made a fortune out of the stupidity of US trade representatives. I have been talking about it for a two-year period", Mr Trump said.
"A president of the United States, a governor would tell us they've got to be able to have confidential conversations", Mr. Warner, a former governor of Virginia, told the news site.
Although Trump was under the impression that the refugees were in detention centers for committing crimes, Turnbull stressed that they were "economic refugees from Iran, Pakistan, and Afghanistan" and that they were detained to stop the business of people-smuggling.
Pena Nieto flat out told Trump, "My position has been and will continue to be very firm, saying Mexico can not pay for the wall".
Trump remained insistent, the thought of striking a deal worrying the President. We have allowed so many people into our country that should not be here.
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He complained to Turnbull that accepting refugees 'makes me look bad'. "You are worse than I am".
Mr Trump argued with Mr Turnbull over refugees in an acrimonious call on January 28, which the new United States president told his counterpart was "unpleasant". "I am just going to say that we are working it out".
Mr. Trump continued, pressing Pena Nieto to coordinate their messaging on the wall's funding, saying, "W$3 hat I would like to recommend is - if we are going to have continued dialogue - we will work out the wall", Mr. Trump told him.
Turnbull offered some advice: "You can certainly say that it was not a deal that you would have done, but you are going to stick with it". That is why they are in prison right now.
Sen. Mark Warner (D-VA) called the recent leaking of transcripts of phone calls between President Donald Trump and world leaders "absolutely" troubling. "But this only works if we both do it!'". Trump: "They were from wherever they were".
"(Russian President Vladimir) Putin was a pleasant call.
Towards the end of their conversation, Trump responded effusively to a comment by Pena Nieto about the Mexican leader's wish for a constructive relationship with the US.
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