Performing current single "Chained To The Rhythm", Perry took to the stage dressed in a black pinstripe suit along with scores of dancers dressed as white houses.
She was joined on stage by two skeletons who were dressed like May and Trump were during the pair's first meeting in Washington last month, reported Telegraph.
The point of the stage dressing might not have been entirely clear and Perry refrained from saying anything overtly political.
It was not a completely smooth show as during the performance, one of the backing dancers tumbled and fell off the stage.
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 US president elections and has been critical of Trump since his election.
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