Trump arrived at the reception to much pomp and ceremony, with the bands of the Scots, Irish and Welsh Guards playing in his honour. Despite criticism from the SNP and Labour, Mundell is said to be "looking forward" to meeting with the United States president. See PA story POLITICS Trump.
The president was delayed for nearly an hour when the North Atlantic Treaty Organisation summit in Brussels he had been attending overran because he demanded member states increase their contributions faster than originally planned.
"So I would imagine that's what they will do, but maybe they will take a little bit of a different route. I actually told Theresa May how to do it but she didn't agree, she didn't listen to me", he said. He added: "I think that's why Brexit happened".
Trump's Marine One departure from the ambassador's residence was met by jeers from demonstrators banging pots and pans, and another pack of protesters lined roads near the palace.
At a welcoming garden party, the Beatles track "We can work it out" played in the background.
'I would say Brexit is Brexit, ' he said.
But some 77 per cent of Britons have an unfavourable view of Trump, according to a poll by YouGov with 1,648 respondents.
Blenheim Palace is the birthplace of Winston Churchill, for whom Trump has expressed admiration. He slammed London Mayor Sadiq Khan for mishandling the aftermath of the June terror attack in the British capital.
Meanwhile Amnesty International unveiled a 15-metre banner on Vauxhall bridge opposite the US Embassy branding him a "Human Rights Nightmare".
After a tumultuous couple years for the "special relationship" between the US and her closet ally, tested repeatedly by disagreements, the frustration at the street level with Mr. Trump's policies, style and manner manifested Thursday in some demonstrations. He also said he expects member states to boost their spending by next year.
Trump's interview easily could overshadow the government's attempt to lay out plans for what it calls a "principled and pragmatic" Brexit.
"We're extremely confident in the ability of the United Kingdom to plough through this issue with Brexit and move on", he told BBC radio.
After a North Atlantic Treaty Organisation summit where he provoked a crisis session to force allies to raise their defense spending, Trump landed in Britain having described the closest USA ally in Europe as being in turmoil over Brexit.
That observation was born out in Trump's comments on Crimea before he meets Russian leader Vladimir Putin next week.
A protest will also be held outside the president's Balmedie golf course in Aberdeenshire on Saturday, and it is expected there could be further demonstrations at his Turnberry resort in South Ayrshire.
On Friday, Mrs May and Mr Trump will go to watch a joint counter-terrorism exercise by British and U.S. special forces at a military base.
Mr Trump's mother was originally from the Isle of Lewis, and he has often spoken of his love for Scotland and its people.