"Maybe they're taking a little bit of a different route [on Brexit], so I don't know if that's what they voted for", he told a press conference after the North Atlantic Treaty Organisation summit in Brussels.
Trump "has proudly sparked passionate often divisive emotions about things, I think Americans living here to eager to turn out and express their views", he said.
The US embassy's alert to American citizens was an unusual step, CNN reported.
Protesters in the United Kingdom are getting ready to launch a baby Donald Trump blimp when he visits the country. The balloon depicts the president as an angry orange baby, wearing a diaper and clutching a cellphone, ready to tweet.
John Rees of the Stop the War group addressed the protesters, saying of Trump: "He's a wrecking ball for race relations, he's a wrecking ball for prosperity, he's a wrecking ball for women's rights, he's a wrecking ball for any peace and justice in this world and we have to stop him".
Extra security is in place to police the protests. The issue is 'Do they have freedom to protest, freedom to assemble and should they be allowed to do so? "And a failure to do so would leave a permanent stain on our democratic rights and freedom of speech". It will hover above Parliament Square later this week during the president's visit. There was no vote and no ban was imposed.
He again postponed his visit in January this year after remarking that the relocation of the U.S. embassy in London was a "bad deal" made by President Obama, and that he was not interested in cutting the ribbon at the opening.
Mr Trump and First Lady Melania Trump flew into London's Stansted airport on Air Force One, before they travelled by helicopter to the US Ambassador's official residence in central London.
Almost 16,000 people signed a petition to seek Mr Khan's authorisation to fly the Trump balloon during his visit. The state visit invitation was given to him personally by May just days after his inauguration before being postponed indefinitely. However, he will take tea with the queen.
However, the Scottish Government approved the plans with the UK Supreme Court eventually rejecting Mr Trump's legal challenge in 2015.
Trump has always been a supporter of Brexit and has expressed enthusiasm for a wide-ranging trade deal with Britain after it leaves the European Union, something heralded by Brexit supporters as being one of the great benefits of exiting the bloc.
"And I said Putin may be the easiest of them all", he continued.