Kim Jong-Un has reportedly been planning to test missiles on inauguration day
Within minutes of the billionaire becoming the 45th president of the United States, a statement was posted on the White House website.
However, it was not made clear whether the system would differ from those already under development, its cost or how it would be paid for.
The policy notice came days after threats North Korea would cause problems on the inauguration day.
Earlier this week military officials in South Korea warned the rogue state wants to send a “strategic message” to the incoming US president and could carry out missile tests during his big moment.
Sources said they have detected two missiles, presumed to be prototype ICBMs, on mobile launchers poised for test-firing in the near future
King Jong-Un's country has been testing missiles recently
One intelligence official told Reuters: "If they do something, it would more likely be a test of Trump than a test of a delivery system.
"They probably want to see how he reacts to a provocation, even a minor one, and if they really want to poke him, they'll do it right away."
But Washington appear to be keen to send the message they are not afraid and are working on military projects of their own.
Donald Trump's Action Plan
Thu, January 19, 2017
What follows is Donald Trump's action plan to 'Make America Great Again' within the first 100 days of Presidency.
Get Quotes on Home Insurance
1 of 10
FIRST: Propose a Constitutional Amendment to impose term limits on all members of Congress.
And the billionaire turned world leader set out to show his own might, revealing he is not likely to back down to threats from Kim Jong-Un.
During his firs address as president, Mr Trump said the US would "face challenges" but would "get the job done".
Missile tests to be taken seriously in Washington with creation of new defence system
Jackie Evancho performs National Anthem at Trump inauguration
Trump's youngest son YAWNS during Inauguration
Hillary Clinton appears in a sombre mood at inauguration
He sought to address terror fears throughout his country, saying Americans will not have to fear Islam or other enemies.
He said: "We will seek friendship and goodwill with the nations of the world – but we do so with the understanding that it is the right of all nations to put their own interests first.
"We do not seek to impose our way of life on anyone, but rather to let it shine as an example for everyone to follow.
"We will reinforce old alliances and form new ones – and unite the civilized world against Radical Islamic Terrorism, which we will eradicate completely from the face of the Earth."