Bryant made the announcement Wednesday.
The lawsuit was filed in August in federal court in Dallas on behalf of 10 U.S. Immigration and Customs Enforcement employees. It contends that the Obama administration's Deferred Action for Childhood Arrivals plan violates federal law and forces ICE employees to break the law by not arresting certain illegal immigrants.
"States must protect their borders while the federal government continues to ignore this growing problem," Bryant in a news release.
"I believe this action by the Obama administration is unconstitutional and circumvents Congress' authority. The fact remains that illegal immigration is a real issue with real consequences, and ignoring the rule of law is irresponsible. As governor, I cannot turn a blind eye to the problem of illegal immigration and its costs to Mississippi."
Bryant, a Republican, has said for years he wants to tighten immigration enforcement because he believes the federal government has done a poor job.
During the 2012 session, the House passed an immigration-enforcement bill but a Democratic chairman, Hob Bryan of Amory, killed the bill by choosing not to bring it up for debate in the Senate Judiciary B Committee. Bryan said the bill attempted to micromanage the way law-enforcement officers do their jobs.
Homeland Security Secretary Janet Napolitano and ICE Director John Morton are named as defendants in the lawsuit.
In June, Napolitano and President Barack Obama said that some illegal immigrants could avoid deportation and be granted a work permit for up to two years.
Under the program, immigrants have to prove that they arrived in the United States before they turned 16, have been in the country for at least five years, are 30 or younger, are in school or have graduated or have served in the military may be eligible. They cannot have a criminal record or otherwise be considered a threat to public safety or national security.