The Trumps were greeted in the courtyard of Blenheim Palace in Oxfordshire by UK Prime Minister Theresa May and husband Philip for the dinner in the President's honour.
His comments are a departure from his remarks earlier in the day when he insisted, "I think they like me a lot in the U.K" although he still insisted even after his Baby blimp lament that real Brits "love the President".
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.
Melania's diary suggests that while Mr Trump is expected to avoid protests with visits outside of the capital on Friday, she will be in London for the first part of the day.
Of course, the Trumps did not attend the event; nor did any other former USA presidents, most likely because the royal family follows a rule that prohibits its members from taking a political stance.
Despite not being an official state visit, the Government is desperate to ensure the U.S. leader feels he is being treated with the appropriate level of pomp and ceremony.
But besides that, the USA president is set to avoid much of the mass protests as most of his official engagements have been planned outside London. "But maybe they're taking a little bit of a different route, so I don't know if that's what they voted for", said Trump.
Speaking to The Sun, Trump had this to say about London's hospitality during his most recent visit to the United Kingdom: "I guess when they put out blimps to make me feel unwelcome, no reason for me to go to London".
Protests are planned across the city and extra security has been put in place to police the demonstrations.
Trump and his entourage will then travel to his golf course in Scotland, where he'll stay until heading to Helsinki for his Monday summit with Russian President Vladimir Putin.
"On Saturday there will be sort-of related protests (from the) far-right and far-left and probably the most hard".
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. But on Thursday they said they welcomed the plan and would study it closely.
The US President arrives after giving North Atlantic Treaty Organisation leaders a tongue-lashing in Brussels over defence spending and controversial comments about Britain being in "turmoil".
May's government has recently been shaken following at least three resignations of senior members of her cabinet - including Foreign Secretary Boris Johnson and Brexit Minister David Davis, following disagreements on how to exit the EU.
"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".
Before the Sun interview was published, Ms May invoked Winston Churchill as she addressed Mr Trump and business leaders at a black-tie dinner at Blenheim Palace, the grand 18th-century country house which was the British World War II leader's birthplace.