WASHINGTON—The first flight carrying detained migrants from the U.S. to Guantanamo Bay was headed to the American naval base in Cuba, as the Trump administration undertakes the initial phases of expanding a small migrant-detention center there.

The first U.S. military flight to deport migrants from the United States to Guantanamo Bay was set to land Tuesday evening, two U.S. officials said. It was the first step in an expected surge in the number of migrants sent to the Navy base in Cuba,