She quickly followed with a laugh: "Actually we're going into negotiations with them".
Talking about the president's advice on how to handle the EU, Mrs May said: "Interestingly what the president also said at that press conference was "don't walk away".
Speaking about the horrific terror attacks in London and Manchester, he said: "One of the comforting things for us were the words of love and support from those in America and I'm not sure why President Trump has singled me out as the Mayor of London".
By warning that Brexit itself is in danger, May is sending a blunt message to the dozens of hardline Brexiteers in her party that if they sink her premiership then they risk squandering the victory of an European Union exit that they have dreamed about for decades.
May's government has just published its long-awaited Brexit plans, which propose to keep Britain and the European Union in a free market for goods, with a more distant relationship for services. He refused to be drawn further, apart from saying she had "found it too brutal".
Mrs May then laughed off the suggestion, claiming she was focused on achieving the best deal possible.
Twitter reacts to Angelique Kerber defeating Serena Williams to win Wimbledon
Then came her singles return, at Indiana Wells in March, when she won her first two matches before losing to her sibling. The greatest female tennis player in history, and perhaps the greatest tennis player period, is in trouble.
"I did give her advice", he told a press conference at Chequers. Don't walk away from the negotiations.
Those listening to US President Donald Trump praising former British Foreign Secretary Boris Johnson may had a sense of deja vu - many of his sentiments echoed those of Acting Prime Minister Winston Peters.
The prime minister, criticised...
"If we look at the Prime Minister's proposals for the long delayed White Paper, we see that this is not the comprehensive plan for jobs in Britain and the economy that the people of this country deserve".
It prompted Mr Trump to say it made him "feel unwelcome" in the city, on his second day of a four-day United Kingdom visit.
In a newspaper interview published just hours before holding talks with May, Trump said her Brexit strategy would "kill" any chance of a trade deal and said she had not listened to his advice on how to negotiate with the EU.