Two transgender girls in New Hampshire on Wednesday set in motion the first legal challenge to US President Donald Trump's executive order that would ban them from participating in school sports for female athletes.

Parker Tirrell, 16, and Iris Turmelle, 15, and their parents filed a lawsuit last year challenging a New Hampshire law that would block transgender girls from playing female school sports, one of many passed across the United States in Republican-led states.

US District Judge Landya McCafferty, an appointee of Democratic President Barack Obama, in September issued a preliminary injunction barring New Hampshire and the school districts from enforcing the law.

Tirrell and Turmelle are now seeking to expand their case to take on Trump's executive orders stating that the US government will only recognize two sexes, male and female. The orders also would not recognize any change in sex and would ban transgender women and girls from playing female sports.

The judge on Wednesday granted them permission to file an amended complaint.

"School sports are an important part of education - something no child should be denied simply because of who they are," said Chris Erchull, a lawyer for the plaintiffs at GLBTQ Legal Advocates & Defenders, in a statement.

The plaintiffs say Trump's February 5 executive order, as well as an earlier one, discriminates against transgender people in violation of their equal protection rights under the US Constitution and Title IX of the Education Amendments of 1972.

Harrison Fields, a spokesperson for the White House, said that each of Trump's executive orders will hold up in court because every action of his administration is completely lawful.

"Any legal challenge against it is nothing more than an attempt to undermine the will of the American people, who overwhelming elected President Trump to secure the border, revitalize the economy, and restore common-sense policies,” Fields said.

The two students in court filings on Wednesday said their schools face the possibility of losing federal funding, leading both transgender girls to attend classes with uncertainty and fear.

Tirrell plays soccer and Turmelle is looking to try out for tennis in the spring. Both played sports when they were younger.

Tirrell and Turmelle have said they knew from early ages that they were girls and received puberty-blocking medicine and hormone therapy to align their bodies with their female gender identities. Neither will go through testosterone-driven puberty, according to the complaint.