"I used to love London as a city", he added.
Thousands of protesters marched in London on Friday against Donald Trump's visit to Britain, in what was shaping up to be one of the largest demonstrations seen anywhere outside the USA against the sitting president.
The news of his interview with the newspaper broke while he was at a black-tie dinner with May at Blenheim Palace, Oxfordshire on Thursday evening.
Trump went as far as to suggest that a "soft" Brexit could endanger any unilateral trade deal reached between the United States and the U.K.
"Whatever you do is OK with us, just make sure we can trade together, that's all that matters".
"Once we have our agreement with the European Union in place, I'm confident that there will be the latitude and the ability to do a significant trade deal with the United States".
During the interview with The Sun ahead of his visit to the UK, Trump said May ignored his advice by taking a soft stance on trade with the European Union as the UK exits and said that decision would "kill" any chance of an effective trade deal with the U.S.
The exchange came after the firebrand Republican told The Sun: "I actually told Theresa May how to do it but she didn't agree, she didn't listen to me".
"She should negotiate the best way she knows how".
Khan approved a request for a giant blimp depicting Trump as an orange baby to fly over London during protests on Friday.
The president started the day by reviewing a private military exercise alongside May at the Royal Military Academy Sandhurst.
President Donald Trump to visit Windsor on United Kingdom tour
His criticism of Britain's anti-terror policies after a series of attacks in 2017 also did not go down well. Melania Trump's spokesperson did not immediately respond to a request for comment.
"Prime Minister as I just said she's going to make a decision as to what she's going to do", he said.
On Friday, Trump's official events were all set for outside London, away from the major protests, which appeared to be a concession to his famously thin skin. He is scheduled to have tea with Queen Elizabeth at Windsor Castle where her grandson Prince Harry married US actress Meghan Markle in May.
Despite the protests, Trump insisted ahead of his trip to the United Kingdom that he was well-liked in the country.
As for Johnson, Trump said: "I think he would be a great prime minister".
Trump also lashed out at USA broadcasters CNN and refused to take a question from them.
The US president questioned her handling of Brexit in an interview with The Sun tabloid, published on Thursday.
He added: "I didn't think they put it in, but that's all right".
His criticism of Britain's anti-terror policies after a series of attacks in 2017 also did not go down well. The president claimed Europe is "losing its culture" because of immigration from the Middle East and Africa. Trump said he did not realize the positive comments were in the article. "I think he has done a very bad job on terrorism", he said.
"Paris, Nice, Brussels, Berlin".
In a near replay of their famous hand-holding at the White House, the president briefly took Mrs May's hand after arriving as they went up the stairs into the palace following a performance from a military band.
His departure from the US ambassador's residence aboard the presidential helicopter was met by jeers from demonstrators banging pots and pans, and another group of protesters lined roads near the palace.