There isn't enough information to answer your question. What's the power rating of the transformer? The gauge of the wires, depends on the current, which is proportional to the transformer's power rating.
There's also a minimum wire gauge irrespective of current, for mechanical stability's sake, which is often set by regulations. For example in the UK, the minimum cross-sectional area for external mains cables is 0.5mm2, even if the current is tiny.
For long cable runs, the voltage drop is an issue, but not in this case as it's short.