The embassy advises American citizens to "keep a low profile", "be aware of your surroundings", and "exercise caution if unexpectedly in the vicinity of large gatherings that may become violent".
Ian Blackford, the Scottish National Party's leader in the Westminster parliament, said he regretted that May's government would roll out the red carpet for Trump.
It is the USA president's first visit to the United Kingdom since he won the election and he will meet with both Theresa May at Chequers and the Queen in Windsor. A baby-shaped Trump balloon is expected to fly over Parliament on Friday morning. We believe that this publicly-owned facility should not be used for Donald Trump's visit.
London Mayor Sadiq Khan, a frequent Trump critic, gave his approval for the balloon to be floated, with a spokesperson saying last week that the mayor "supports the right to peaceful protest and understand that this can take many different forms".
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.
So why are people so unhappy this time and why didn't Mr Trump get the state visit treatment Britain offered to Robert Mugabe? She will then head to Windsor Castle for tea with Queen Elizabeth II in the afternoon.
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When he arrives today, Trump will be taken to Blenheim Palace, the 300-year-old birthplace of Churchill.
After spending the night at the USA ambassador's official residence in Regent's Park, London, the United States president will join the Theresa May at a military base on Friday to view a joint counter-terrorism exercise involving UK and U.S. special forces.
May will host a black-tie dinner for Trump at the stately home that will be attended by senior ministers and about 100 business leaders, including the likes of Blackstone group, Blackrock, Diageo, McLaren and Arup.
Winfield House has one of the largest private gardens in greater London, but it won't be possible to see the "Trump baby" balloon from its grounds. These will focus on relations with Russian Federation, trade, Brexit and the Middle East.
Later, Trump will take tea with Queen Elizabeth II at Windsor Castle, a home to the royals for 1,000 years, part of a tour created to keep him away from protesters.
As part of the visit, Mrs Trump will meet veterans and schoolchildren in London on Friday, accompanied by the PM's husband Philip May.