And in April, the first lady again appeared reluctant to hold her husband's hand - despite his best efforts - as they welcomed French President Emmanuel Macron and his wife, Brigitte, to the White House for the Trump administration's first state visit.
Just hours before Trump's interview was published, May invoked Winston Churchill, a hero of Trump, as she addressed the USA president and business leaders at a black-tie dinner at Blenheim Palace, the grand 18th-century country house that was the birthplace of the British World War Two leader.
His comments came at the end of a tumultuous few days for May, during which two senior ministers resigned in protest at her plans for trade with the European Union after Britain leaves the bloc next March.
May's "business-friendly" Brexit plan would keep Britain in a free trade zone for goods with the European Union but mean it had to accept some European Union rules.
This has infuriated fervent Brexit supporters, who think it would limit Britain's ability to strike new trade deals around the world.
Before his arrival, Trump declared the United Kingdom was in "turmoil", offering minimal support to the British PM over her handling of Brexit, expressing hope he would meet "friend" Boris Johnson during the visit.
"The deal she is striking is a much different deal than the one the people voted on", he said.
Mr Trump has trashed the PM's Brexit policy and her own handling of the crunch negotiations in a remarkable interview with The Sun.
"I would have done it much differently".
"Mr President, Sir Winston Churchill once said that "to have the United States at our side was, to me, the greatest joy", May told Trump, according to a text of her speech provided by her office.
Soon after she published her controversial Brexit White Paper which has divided MPs within her own Conservative Party, May sought to win over the USA president after the Britain exits from the European Union in 2019.
Asked about Trump's comments, May said: "We're delivering on the vote of the British people to take back control of our money, our laws and our borders".
"I think that [the British] people like me a lot and agree with me on immigration".
"I like Boris Johnson, I've always liked him". She represents our country.
"I guess when they put out blimps to make me feel unwelcome, no reason for me to go to London".
Trump angered May and many Britons by tweeting inflammatory and unverified videos made by Britain First, an anti-Muslim group whose leaders have been convicted of hate crimes, and by characterizing parts of London and other cities as no-go areas because of a purported Muslim-related crime wave. "But when they make you feel unwelcome, why would I stay there?"
On Saturday, Trump supporters will rally near the USA embassy in Nine Elms, south London, for an event titled "Welcoming Trump to Britain Rally - Make Britain Great Again", at which a number of right-wing figures are scheduled to speak. Look at what is going on in London. "I think he has done a very bad job on terrorism".
London endured four terrorists attacks in 2017.
"I'd like to see them be able to work it out so it could go quickly".
Mr Trump and his wife Melania landed at Stansted on Air Force One at 1.50pm local time before a helicopter took them to the USA ambassador's residence in London.