President Trump will then spend the weekend in Scotland with the First Lady.
As the United Kingdom prepares to leave the European Union, insiders say this visit hopes to "deepen our special relationship" with Washington.
That evening he will attend a black-tie dinner with business leaders at Blenheim Palace, a grand country house near Oxford that was the birthplace of Winston Churchill.
Trump's travel ban targeting several Muslim-majority countries and his re-tweeting of a message posted by the deputy leader of the far-right Britain First party, who has since been jailed for religiously aggravated harassment, both led to widespread condemnation in the country.
The next stop is Scotland, where Trump will prepare for his July 16 meeting in Helsinki, Finland, with Russian President Vladimir Putin. "We have ad hoc committees from every department - whether it's treasury, finance, trade - are looking at how to put that together really rapidly and efficiently".
But it seems he is unlikely to to see a giant balloon depicting him as an orange baby, which London Mayor Sadiq Khan - target of Twitter attacks by Mr Trump - has given protesters permission to fly in Westminster on Friday.
Large protests are planned in the city of London during Trump's visit, which is planned for July 12 to 15, including a large "Trump baby" blimp approved by London city officials to fly over Parliament.
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Trump will follow the likes of Richard Nixon, George Bush Sr and George W. Bush in visiting the prime minister at her country residence, Chequers.
Thousands are expected to protest in London on Thursday and Friday against the president's working visit.
In response to the news, former UKIP leader Nigel Farage tweeted that the balloon protest would be "the biggest insult to a sitting US President ever", apparently forgetting the four Presidents who have been assassinated and the racist birther campaign against President Barack Obama which Trump fuelled.
The White House and Trump's British hosts are opting to go big on pomp and tradition, and mostly skip the current circumstances - namely, the mass demonstration against the US president planned for next Friday in central London.
"The president is not avoiding anything", the ambassador said.
On Saturday, Mrs May and Mr Trump will visit an unnamed defence site to view a demonstration of UK military capabilities, with a strong stress on integrated UK-US military training.
And while the president is conducting his meetings, the first lady, Melania, will have an agenda of her own, in the company of her opposite number, Philip.
They added that Trump Baby "can become a permanent feature of this awful Presidency, a constant, unmissable reminder of the contempt with which this embarrassment of a man is held by everyone outside of his deranged, bigoted base".