The trip coincides with a tumultuous week for May after two senior ministers resigned in protest..
Britain's Prime Minister Theresa May (L) and her husband Philip May (2R) walk with President Donald Trump and First Lady Melania Trump as the president and the first lady arrive for a dinner at Blenheim Palace, west of London, July 12, 2018.
Trump also blamed recent terrorist attacks there on Khan, who is a Muslim.
The Trumps arrived at Stansted Airport near London on Air Force One earlier that afternoon for the controversial trip to Britain.
Mr Trump's intervention comes at the end of a tumultuous few days for Ms May.
Lead guitarist Geoff Sprinks said: "We will not be anywhere near where he's going to be, it would be lovely to have played at one of the protests".
His visit comes as the government publishes its plans for the UK's relations with the European Union after Brexit.
Evie, who's 26, is also an American living in the UK.
Some Brexit supporters have cast May's Brexit plan as a betrayal, including lawmakers in her own deeply-divided party who have warned of a leadership challenge.
GETTYMr Trump's first formal visit to Britain as US President.
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Johnson added that the President "appreciates free speech" and that he was "very focused on the special relationship" between the U.S. and the UK.
"This week we have an opportunity to deepen this unique trading relationship and begin discussions about how we will forge a strengthened, ambitious and future-proof trade partnership".
Despite the welcome from May, many Britons are opposed to Trump's visit. Around 50 percent think the visit should go ahead, compared with 37 percent who think the visit should be canceled.
"I guess when they put out blimps to make me feel unwelcome, no reason for me to go to London", he said.
Trump claimed - dubiously - that he has counseled May to take a different approach to the faltering negotiations over Brexit, saying "but she didn't agree, she didn't listen to me". "Britain is going to have to look right around the world for allies with which to do trade deals". There will also be a "Stop Trump" march in central London expected to be attended by thousands.
Despite tensions in the last week, which appeared to be on display at North Atlantic Treaty Organisation when it looked like Mrs May had declined to shake the President's hand, the UK Government rolled out the red carpet for Mr Trump.
Trump's Marine One departure from the ambassador's residence was met by jeers from demonstrators banging pots and pans, and another pack of protesters lined roads near the palace.
The US Embassy warned American citizens in the United Kingdom to "keep a low profile".
Later in the day, Mr Trump will travel to Blenheim Palace, the 18th-century stately home where Britain's World War II leader Winston Churchill was born and spent most of his childhood.
Prime Minister Theresa May will host Mr Trump and his wife Melania at a dinner at Blenheim Palace this evening.
The state visit was never actually scheduled - there has been fierce opposition to it in many quarters of Britain - and this trip is part of a working visit instead, meaning among other things that Mr. Trump will overnight at Winfield House, the USA ambassador's handsome residence near Regents Park, rather than at Buckingham Palace or Windsor Castle as a guest of the queen.