The embassy cautioned people to be aware of their surroundings and "exercise caution if unexpectedly in the vicinity of large gatherings that may become violent".
"It's really kind of irrelevant to what we're trying to do and I don't think certainly it doesn't express the opinion of the British people I met", he said.
Mr Trump is due to land this afternoon before attending a black-tie dinner at Blenheim Palace in his honour, where protesters will gather at the gates.
"It's typical, but honestly Donald Trump's legacy will outlive any big orange balloon and the matters that will be discussed at Chequers and now in Brussels are much more important and will have a much longer effect than any day rally", she said.
"Our trade and investment relationship is unrivalled - we are the largest investors in each other's economies and every day a million British people go to work for U.S. companies in the United Kingdom and a million Americans go to work for United Kingdom companies in the U.S.", May said.
Roy Keane tears into England fans for getting carried away
Apparently, the former Labour leader was also upset and took to Twitter to blast the reaction of Roy Keane in the ITV studio. Keane suggested that England's "It's Coming Home" banter meant everyone had got a little carried away before playing Croatia.
John Scardino, 58, a high school teacher from the United States who has lived in Britian for 18 years and will be at Friday's protests in London, is dubious that the embassy alert would have any effect on crowd size.
On the same day, protests against his visit have been planned outside US Ambassador's residence in Regent's Park where President Trump is reported to be staying overnight.
May reached out to him just days after Trump was inaugurated, extending the invitation for a coveted state visit that would be hosted by Queen Elizabeth II, but that gesture has proved far more controversial than expected as Trump has shown little interest in maintaining "diplomacy as usual" with European allies.
The PM also warned Mr Trump not to ignore the "malign behaviour" of Russian Federation when he meets Vladimir Putin on Monday.
"He's been very, very nice to me, very supportive", he said.
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.
Following his meeting in Brussels for the North Atlantic Treaty Organisation summit today, Mr Trump will fly into London tomorrow, Thursday, July 12.