The embassy advised Americans in the country to be aware of their surroundings, "keep a low profile", exercise caution if large gatherings are present, and monitor local media reports for updates.
A Facebook event called "Trump not welcome - make noise as he arrives" plans to protest right outside where the president will be staying - the US Ambassador's residence in Regent's Park - when he checks in on the evening of Jul 12.
Trump arrives in Britain on Thursday after the North Atlantic Treaty Organisation summit in Belgium and will stay overnight at the central London residence of the US ambassador where a high metal security fence was erected outside.
Demos on Thursday include one near Blenheim Palace in Oxfordshire where Mr Trump will attend a black-tie dinner, and another not far from the United States ambassador's residence in Regent's Park, where Mr Trump and his wife Melania will stay overnight.More news: Trump Unloads On NATO Secretary-General Over Defense Spending
The British are usually polite to a fault - though they have been known to go off after a soccer match or once the pubs close.
Ms Menon, who is part of a group who crowdfunded the balloon, said: "We know that behind the humour of this the Trump baby represents a whole multitude of campaigns and issues".
In fact, just the opposite, they say.More news: Henderson hopeful on fitness for World Cup semi-final
Busloads of protesters will come from across the United Kingdom to London for an early-evening rally at Trafalgar Square on Friday, organisers from umbrella group Together Against Trump said. A spokesperson at the U.S. Embassy in London said there was nothing political about the timing of the alert, that such warnings were routine.
"He's here to do more important things than worry about some protesters".
He said: "A lot of people in Dundee don't like what Donald Trump stands for".
The sad news for Trump Baby is that Trump himself apparently won't be spending much time in London itself and is unlikely to see his inflated, infantile likeness in person.More news: Wimbledon 2018: Roger Federer cruises into last eight