The American singer performed her new song Chained to the Rhythm live on stage at the O2 dressed in a black pinstripe suit.
She was joined on stage by two skeletons that were dressed likeMrs. Mayand Mr.Trumpwas during the pair's first meeting in Washington last month.
Many people took to Twitter to express their amusement at Miss Perry's performance.
However, not all went according to plan in her political allegory, as one of her backing dancers dressed as a White House fell off the stage midway through the performance. The figures appeared to hold hands before exploding into fire seemingly a reference to a moment when Mr. Trump held Mrs. May's hand as they walked down steps at the White House.
But during the performance, one of the backing dancers tumbled and fell off the stage.
Miss Perry released her latest single earlier this month and has not performed at in the UK for three years.
She was a dedicated supporter of Hilary Clinton during the U.S president elections and has been critical of Mr. Trump since his election.
Her politically-charged performance, alongside Bob Marley's grandson Skip, included lyrics which could be seen as a reference to President Trump's controversial plans for building a wall along the Mexican border.
During the song, Skip Marley rapped: 'It is my desire, break down the walls to connect, inspire'.
And the song predicts the public rising up against the politicians.