In the Tuesday memo, the U.S. Embassy in London alerted citizens to the "numerous demonstrations" that could "attract large crowds" that may be less than agreeable toward Americans.
The 36-year-old, who described Mr Trump's rhetoric as not "entirely to my taste", said she believes he is a proud American nationalist who has generally stuck to the pledges he made to voters.
The couple will attend a dinner, hosted by Mrs May, at Blenheim Palace - the ancestral home of Sir Winston Churchill - on Thursday evening.
While Trump is expected to have a busy schedule throughout his visit, there is at least one place that he will avoid: central London.
The protesters say that they have also contacted the first minister, Nicola Sturgeon, asking her to personally sanction the flying of the balloon, which depicts the USA president as an angry baby wearing a nappy.
U.S. President Donald Trump checks time prior to a dinner at the Art and History Museum at the Parc du Cinquantenaire during the NATO Summit in Brussels, Belgium July 11, 2018.
- Mr Trump and First Lady Melania will have a meet and greet at the US Embassy in London.
Reproductive rights advocates warning against Kavanaugh as High Court nominee
I want to get it done before the Supreme Court does that because I don't want any gaps in a woman's right to protection. He is as sure as any lawyer can be that a woman's right to an abortion will not be overturned.
Sadiq Khan supported the decision taken by the Greater London Authority to allow the 20ft inflatable, dubbed "Trump Baby" to rise above Parliament Square Gardens for two hours on Friday morning while the U.S. president is in London.
Protests are also planned in more than 30 towns and cities around the country, including Cambridge, Cardiff, Edinburgh and Belfast. They have already ordered sufficient helium to pick up en route to power the weekend's activities.
The antipathy between Trump and segments of the British public started during the 2016 presidential campaign, when Trump called for a temporary ban on Muslims entering the United States.
After spending the night at the U.S. ambassador's official residence, Mr Trump will join Mrs May at a military base tomorrow to observe a joint counter-terrorism exercise involving United Kingdom and USA special forces.
British law requires any petition supported by more than 100,000 people to be considered for parliamentary debate, even though there was no serious attempt to prohibit Trump from coming to Britain. That led roughly half a million people to sign a petition calling for Trump to be banned from entering the UK.
Despite the welcome from May, many Britons remain deeply opposed to Trump's visit.
The baby blimp of President Trump is due to be flown over London this week.
The US President is going to be accompanied by 1,000 staff for his working visit to Britain.