Al-Maliki spoke to reporters in Cairo on April 22 after talks with Arab League Secretary-General Amr Musa.
He said he fears the wall "might have repercussions that remind us of other walls, which we reject."
The U.S. military said last week it was building the 5-kilometer concrete wall in the Al-Adhamiyah quarter of Baghdad to protect minority Sunnis from attacks.
Al-Maliki arrived in Egypt on April 22, his first stop on a four-nation Arab tour that will include Egypt, Kuwait, the U.A.E, and Oman.
He is preparing for two international conferences on Iraq set to take place in the Egyptian Red Sea resort of Sharm el-Sheikh on May 3 and 4.
Earlier, al-Maliki said the violence in Iraq is not the result of a sectarian conflict but due to the actions of Al-Qaeda and its allies.
Al-Maliki said violence in Baghdad is largely under control, thanks to a new security plan.
(AP, Reuters, AFP)