Xavier Becerra released a statement Monday saying 16 states - including California - allege the Trump administration's action violates the Constitution.
Joining in filing the lawsuit are the attorneys general of Colorado, Connecticut, Delaware, Hawaii, Illinois, Maine, Maryland, Michigan, Minnesota, Nevada, New Jersey, New Mexico, New York, Oregon, and Virginia.
Becerra says there is no emergency at the border.
Trump declared a national emergency to fulfill his promise of completing the wall.
The move allows the president to bypass Congress to use money from the Pentagon and other budgets.
California has repeatedly challenged Trump in court. Becerra has filed at least 45 lawsuits against the administration.