The rocker is planning the gig as a protest against U.S. leader Donald Trump's bid to build a wall there to keep illegal immigrants from crossing into America.
Euro News reports Roger was overheard talking about the project during an appearance with his fellow Pink Floyd co-founder Nick Mason to promote Their Mortal Remains, a new exhibit created to celebrate the 50th anniversary of the band.
"Before this can happen, there will first need to be an awakening against these far-right policies," he told reporters. "The sewers are engorged by greedy and powerful men as I speak to you."
Waters famously staged The Wall in Berlin in 1990, eight months after the fall of the Berlin Wall.
He has since performed the music all over the world, and recently toured the concept album.
The rocker took aim at Trump when he was America's Republican Party presidential hopeful onstage at the Desert Trip festival in California in October (16) - a month before the property tycoon was elected President.
While playing Pink Floyd's Pigs (Three Different Ones), Waters offered up a series of doctored images of Trump as a sheep, in a Ku-Klux Klan hood, and making the Nazi salute, on a big screen onstage, and as the rocker sang the line, "Ha ha, charade you are," Trump's face was emblazoned with the word "CHARADE".
Pink Floyd's iconic inflatable pig also made an appearance, floating over the crowd, with anti-Trump slogans like "F**k Trump and his wall" written on the sides.