The documentary filmmaker said he had not been confident of a Hillary Clinton win in the US presidential race following Britain’s European Union referendum result.
Speaking to ITV, he said he was uncertain whether Mr Trump will be “impeached” or “re-elected” for a second term.
He said: “I think post-Brexit I was less complacent about the idea of a Hillary Clinton victory. I was aware of the phenomenon of a so-called shy Tory and that people say one thing in polls and then do another thing in the voting booth.
“You know as far as the whole Donald Trump phenomenon, it’s such a vast subject I don’t really know how to broach it.
Louis Theroux admits he was 'less complacent' after the Brexit vote
I don’t think you can say anything that confidently at this point about where he’s headed
"I don’t think you can say anything that confidently at this point about where he’s headed, whether he’ll be impeached, whether he’ll be re-elected, whether he’ll be a one-term President.”
Theresa May has formally rejected a petition signed by 1.8million people calling for Mr Trump to be barred from making a state visit to Britain.
Thousands of people across the UK have also protested and called for Mrs May not to invite him.
The Government has responded by saying it “recognised the strong views” of those who support the petition but the President would have the “full courtesy of a state visit”.
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US President Donald Trump and First Lady Melania Trump welcome Israeli Prime Minister Benjamin Netanyahu and his wife, Sara, as they arrive at the White House in Washington
Meanwhile, Mr Trump’s National Security advisor Michael Flynn resigned on Tuesday after he was accused of discussing sanctions with a Russian ambassador.
Mr Flynn denied accusation that he talked about sanctions with the Russian ambassador to the US before Mr Tump became President.
One of Theroux’s most recent documentaries was on Jimmy Savile’s sex abuse.
Savile, who died in 2011, has been the subject of an investigation that he was a sexual abuser. He had featured in many of Theroux’s past documentaries before he died.