His visit comes as the government published its plans for the UK's relations with the European Union after Brexit.
A high fence has been erected around the US ambassador's central London residence where Trump will spend Thursday night and the embassy has sent out an alert warning Americans in London to keep a low profile in case protests turn violent. Many will see his avoidance of London as proof he is trying to keep away from dissent, however, the U.S. ambassador to the UK, Woody Johnson, denied this. "I just want the people to be happy".
Activists inflate a giant balloon depicting US President Donald Trump as an orange baby in north London on July 10, 2018, ahead of a demonstration in London to coincide with the visit of the US president.
"I think it's amusing".
Meanwhile, other activists in London have been quickly raising money to launch their own balloon of Khan, in protest of crime levels in the capital.
While Mr Johnson may now be a backbencher, Mr Trump said he hoped he would still see the former foreign minister - another blow to the fragile position of Mrs May.
When asked whether he'd like to see the United Kingdom pull further from the United Kingdom and opt for a "hard Brexit", Trump told reporters "It's not for me to say", and stuck to this line when pushed harder for comment.
All migrant kids under 5 to be back with parents by Thursday
The Trump administration is missing its court-imposed deadline to reunite 102 young immigrant children with their parents. The government has until July 26 to reunite almost 2,800 other children, ages five through 17, now in its custody.
The President, who is set for a two-day working visit followed by a weekend in Scotland, addressed the planned protests in a news conference, saying, "I think it's fine". Many thousands of Britons are expected to protest against Mr Trump in London and other cities.
In a statement ahead of Trump's arrival, she said the visit would focus on trade and strengthening defence and security ties, saying there was no stronger alliance than Britain's "special relationship with the United States".
Trump and May met in England on Thursday to discuss a host of bilateral issues, including what a US-UK trade deal would look like following Britain's eventual departure from the EU.
On Saturday he will fly up to Scotland to play golf at one of his resorts and his son Eric landed in the family's "Trump Force One" private jet at Aberdeen, before flying to Helsinki to meet Vladimir Putin on Monday.
Unlike visits from previous presidents, he won't be spending much time in London after his arrival.
They added: "Rather than an attack on one minority, Trump is an attack on the idea of diversity, and the ability for people to live their lives in a way that doesn't affect anyone else...this is about standing in solidarity with this is about protecting our right to be different from one another and to get along".