I don't think that Trump himself has explicitly stated his views on small government. But we can look at his proposed policies and existing political commentary, which shows that Trump is not a proponent of small government.
During the election
The Washington Post has a list of proposals by Trump during the election which would generally not be considered "small government":
- mandated maternity leave
- increase in defense spending
- increase spending to rebuild infrastructure
- support use of eminent domain
- not reducing social security
Obviously, Trump also opposes parts of the federal government or their current practices, such as the EPA, food stamp programs, etc, but he supports others and wants to expand them.
During the election, various right-leaning websites also described Trump as supporting big government.
The Federalist for example names these points showing Trumps support:
- support for the "welfare state"
- support for "socialized healthcare"
- support for eminent domain
- increased border control
The National Review also described Trump as big-government, as did the Washington Examiner.
Forbes also said: "Trump loves government".
After the election
After the election, Bannon was a bit more explicit:
The conservatives are going to go crazy. I’m the guy pushing a trillion-dollar infrastructure plan. [...] It will be as exciting as the 1930s, greater than the Reagan revolution — conservatives, plus populists, in an economic nationalist movement.”
Looking at the actual actions Trump took, some are "small government" - spending freeze, hiring freeze, regulatory freeze -, while others would be considered big government - border wall, deportations, -. It remains to be seen if he enforces some of the other big government plans he suggested.