In an interview with The Sun on Friday, Trump said May ignored his advice by going for a softer Brexit, and in turn may have hurt trade deals in the future with the U.S. Trump said Khan has done a "terrible job" standing up to terrorists.
"Well, I think the deal that she is striking is not what the people voted on", Trump said in the interview.
"I think he's got what it takes and I think he has got the right attitude to be a great prime minister".
While Trump's trip was not the full state visit he was originally promised, he was heralded by military bands on his arrival in the country and at Blenheim, and he is scheduled on Friday to have tea with Queen Elizabeth.
Britain regards its close ties with the United States, which it calls the special relationship, as a keystone of foreign policy and Prime Minister Theresa May has courted Trump ahead of a projected departure from the European Union.
The US President arrived in London to protests, and large demonstrations are being carried out country-wide on Friday. I actually told Theresa May how to do it but she didn't agree, she didn't listen to me. "I think he has done a very bad job on terrorism".
According to the publication, he warned May that if she were to attempt to keep close ties to the European Union, it could potentially make a lucrative U.S. trade deal unlikely.
Mr Trump described Brexit as a "very tough situation. between the borders and the entries into the countries and all of the things", saying: "The only thing I ask is that she work it out so that we can have very even trade".
Where to score a selfie with Trump Baby in London
As May and Trump hold talks throughout the week, Philip will be expected to entertain Melania during the visit . Trump will travel by helicopter once there, making it unlikely he'll see protests firsthand.
Mr Thomson said: "If we do not make changes to what is being put before us then we are, to be quite frank with you, screwed going forward to a general election".
Speaking to the Sun, Mr Trump attacked Mr Khan over the wave of terrorist attacks in London previous year and accused him of doing "a awful job".
Thursday, Trump had said, "I think they like me a lot in the U.K".
Trump has long spoken of his desire to meet the monarch, but for this queen, such encounters with US presidents are old hat, having met 10 American leaders since her coronation in 1952. He went on: "Take a look at the terrorism that is taking place".
Trump told The Sun, "No, no, no, no".
The dinner offered much of the pomp and circumstance of a state visit - with a military band, red carpet and ornate surroundings - even though Trump's stop in the United Kingdom is officially not.
He said the PM "can't walk away" from the talks, but suggested she could use other means to get a good deal. Check out a video of the Trump blimp below!