May stepped off a plane in the Saudi capital of Riyadh today without the headscarf the kingdom favors for women.
Under the kingdom's dress code, Saudi women are required to wear a headscarf and loose, black robes in public, but covering one's head is not required for foreigners.
Former US Secretary of State Hillary Clinton and first lady Michelle Obama also declined to wear headscarves during visits to the country.
May is getting a mixed reaction on social media to the move. Some users see it as a display of feminism, while others call it disrespectful.