The former Ukip leader was in Clacton-on-Sea on Essex as he joined the party's candidate for Clacton Paul Oakley for a morning of campaigning – his first of the General Election.
Mr Farage's visit came as the news broke that Tory candidate Craig Mackinlay, who beat him to the South Thanet seat two years ago, has been charged over allegations relating to his 2015 election expenses.
Mr Farage described Margaret Thatcher as a signpost who knew the direction to take, but likened the current Prime Minister to someone who "blows around in the wind".
Nigel Farage: My confidence in Theresa May to deliver Brexit falls by the day
She is a weather cock and not a signpost
"She is a weather cock and not a signpost," he said.
"I, for the life of me, have no idea what she believes in, Brexit being the best example."
Mr Farage said it is "tough" to believe Mrs May and said his confidence in her to deliver has "fallen by the day".
Mr Farage said it is "tough" to believe Mrs May
He added that she "U-turns on everything".
"I have very little confidence in her, her record of delivery as the longest serving Home Secretary since the nineteenth century was abysmal," Mr Farage said.
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"She clearly can't stick to a course because she does just get blown off course.
Mr Farage was pictured canvassing around Clacton-on-Sea today Nigel Farage in pictures Mon, April 3, 2017
Nigel Farage is a British politician who has been the leader of the UK Independence Party since October 2016.
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Nigel Farage in pictures
"I think she may well have been the Tories' big asset on April 18, but she is now their biggest liability."
Picture-seeking passers-by regularly stopped the MEP as he made his way past amusement arcades and on to Clacton Pier on Friday.
Once he arrived, Mr Farage was followed around the town by a group of Ukip placard-carrying supporters, and he regularly stopped to speak to voters and answer their questions.