"Exercise caution if unexpectedly in the vicinity of large gatherings that may become violent", the embassy said in a list of advised actions, asking Americans to "keep a low profile" and "be aware of your surroundings". Mr Trump is hardly likely to catch a glimpse of the six metre giant orange inflatable blimp that depicts him as a screaming baby.
The National Police Chiefs' Council said discussions were ongoing about "how the resource requirements of this massive operation will be met" but a spokesman said: "We are confident that forces will continue to maintain local policing services".
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.
The reason President Trump gave for cancelling his visit was his dislike of the relocation of the US Embassy from Mayfair to south London.
Various protests and demonstrations have been organised in Bristol, Newcastle, Leeds, Cambridge and Cardiff after Trump arrives on Thursday.
Trump may have ruffled feathers again when he said just before departing for Europe that the United Kingdom was in "turmoil", suggesting it was "up to the people" to decide if Prime Minister Theresa May remains in power after a few days that saw her authority challenged by the resignation of two prominent Cabinet ministers protesting her Brexit policy.
After spending the night at U.S. Ambassador Woody Johnson's residence in London he tours a military facility with Ms May before talks at Chequers. That led roughly half a million people to sign a petition calling for Trump to be banned from entering the UK.
Mr Khan said he supported the decision taken by the Greater London Authority, adding that it was not for him to be a "censor".
The president and first lady will travel to Windsor on Friday afternoon to meet the Queen, before flying to Scotland to spend the weekend at Mr Trump's Turnberry golf resort.
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.