Attorneys for the US Department of Justice said the order by US District Court Judge William Alsup in San Francisco was too broad and would require the administration to turn over protected and nonpublic documents.
More than a dozen states, the University of California and several immigrants are suing the administration over its decision to end the Obama-era Deferred Action for Childhood Arrivals program, or DACA.
The cases have been mired in a dispute over documents sought by plaintiffs as they try to substantiate their claims against the administration.
The lawsuit by the states says the Trump administration's decision to rescind the program was motivated by anti-Mexican bias.
Attorney General Jeff Sessions has said President Barack Obama's decision to implement DACA was an unconstitutional exercise of his authority.
A federal appeals court last month upheld Alsup's order, which came after the administration turned over 256 pages of documents.
The 9th US Circuit Court of Appeals in a 2-1 decision said all of those documents were available on the internet.
"Put bluntly, the notion that the head of a United States agency would decide to terminate a program giving legal protections to roughly 800,000 people based solely on 256 pages of publicly available documents is not credible," Judges Kim Wardlaw and Ronald Gould wrote.
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