"I am proud to be leading this ambitious trip to Africa and to become the first UK Prime Minister in over 30 years to visit Kenya", PM May said.
May was in SA as part of a three-nation visit to Africa in an effort to strengthen Britain's economic relations with the continent, ahead of the UK's exit from the EU In 2019.
The delegation will land in Cape Town today, where May will meet South African President Cyril Ramaphosa as well as business leaders and young people.
'That's why I'm delighted that we will today confirm plans to carry over the European Union's Economic Partnership Agreement with the Southern African Customs Union and Mozambique once the EU's deal no longer applies to the United Kingdom'.
Britain's overseas aid budget stood at £13.9bn in 2017, an increase of £555m on the year before.
The foreign minister says she's given her phone number to her USA counterpart Mike Pompeo to avoid a repeat of this.
May says a no deal Brexit "wouldn't be the end of the world".
United Nations figures put annual UK investment in the continent at $55bn - ahead of France's $49bn and second to the U.S. on $57bn.
Security issues will also feature on her agenda and she is expected to discuss the threat of Boko Haram in Nigeria, and the role of British troops based in Kenya who are helping countries fight al-Shabab militants in Somalia.
The last time a British PM visited Kenya was in 1988 when Margaret Thatcher called on then President Daniel arap Moi.
Apartheid was declared a crime against humanity but the African National Congress government, seeking land reform, has committed no crime.
A trip to Robben Island has also been arranged.
On Thursday, she will meet Kenyan President Uhuru Kenyatta, shortly after his return from seeing US President Donald Trump in Washington and before he travels to China to meet President Xi Jinping.