The construction drew sharp criticism from residents and Sunni leaders who complained it would isolate the community.
In his first public comments on the issue, al-Maliki said: "I asked yesterday that it be stopped and that alternatives be found to protect the area."
In an apparent reference to the separation barrier that Israel has constructed in the West Bank, al-Maliki said: "This wall reminds us of other walls."
The US military had earlier said it was extending its scheme of erecting concrete barriers around districts in Baghdad in an attempt to quell sectarian violence.
US officials had said four more neighbourhoods would become so-called "gated communities".
According to reports, the districts of Amiriya, Khadra, and East and West Rashid were to be included in the controversial scheme.
Speaking before al-Maliki's comments, Lieutenant-Colonel Scott Bleichwehl, a US military spokesman, said: "We are not sealing-off neighbourhoods, we are controlling access to them. It's a tactic, it's not a change in strategy to divide Baghdad along sectarian lines."
"The chances of success [in Iraq] are essentially zero because the Iraqi people have no voice"
Non Sequitur, Cadiz, Spain
Send us your viewsThe wall around Adhamiyah, up to 3.5m high along some sections, is designed to prevent Shia death squads from launching attacks to drive out Sunnis, and to prevent Sunni fighters from using the pocket as a base for raids and bombing runs into Shia areas, the US military says.
Traffic control points manned by Iraqi soldiers would be the only way in and out of the walled-in districts once the barriers are completed.
In a city once known across the region as a beacon for multicultural harmony, there is anger among residents that districts are being separated along sectarian lines.
Adnan Shuhab, a resident of the Iraqi capital, said: "We heard the building of such concrete walls was only between Israel and the Palestinians.
"Firstly, they want to separate us and put sectarianism in our minds. Secondly, we are Iraqis and we have been unified for thousands of years."
Baghdad is already largely divided along sectarian lines, with Sunnis mainly living on the west side of the Tigris river and Shia on the east.
|US soldiers jokingly call the barrier the "Great Wall of Adhamiyah" [AFP]|
Amer Najim, another Baghdad resident, claimed the intention behind the walls was to isolate Iraqis.
He said: "By such a decision, they're trying to make sectarian provocation. When they isolate Adhamiyah from Sadr City or Ghazaliyah, they're officially trying to make provocation."
US and Iraqi forces have long erected concrete barriers around marketplaces, military bases and outposts in Baghdad as well as in Ramadi and other Iraqi cities in an effort to prevent attacks.
Defending the scheme, Lieutenant-General Abboud Qanbar, an Iraqi commander, said on Iraqiya state television: "The barriers can be modified or removed at any time ... the purpose of these barriers is to provide security."
Community leaders said on Saturday that construction in Adhamiyah began before they had approved the American proposal for the wall, known jokingly among US troops as the "Great Wall of Adhamiyah".
Dawood al-Azami, the acting head of the Adhamiyah council, said: "A few days ago, we met with the US army unit in charge of Adhamiyah and it asked us as a local council to sign a document to build a wall to reduce killing and attacks against Iraqi and US forces.
"I told the soldiers that I would not sign it unless I could talk to residents first. We told residents at Friday prayers, but our local council hasn't signed onto the project yet, and construction is already under way."
Separately on Sunday, Arab leaders told al-Maliki that his Shia-led government needed to step up reconciliation efforts to include Sunni fighters if he expects Arab support.
Ahmed Nazif, the Egyptian prime minister told reporters after talks with al-Maliki that "Egypt stands by Iraq to achieve peace, security and stability".
But he added that Cairo "stresses the need to achieve national reconciliation between all sects of the Iraqi society".
In his first trip as prime minister to Egypt, al-Maliki is seeking to receive backing from Cairo as part of his efforts to stem Iraq's deadly sectarian violence.
Diplomats of the mostly Sunni-led governments of the Arab world, said on condition of anonymity that al-Maliki was told support would be linked to a package of demands.
It was not immediately clear if al-Maliki's demand for construction of the wall to be halted was part of an effort to win Arab Sunni support.