The EU accuses Belarus of being behind the flow of migrants, that it is a matter of revenge for sanctions that the EU has imposed on the country.
Poland has previously responded by sending thousands of troops to the border and declaring a state of emergency there.
A barbed wire fence has also been set up.
The wall is estimated to cost 353 million euros (just over 3.5 billion Swedish kronor) and is planned to be about 100 km long.
It will form part of the EU's eastern border.
Polish President Andrzej Duda promises to sign the decision on the wall in the next few days.