May will stress the importance of preserving the union, after the Brexit vote revived calls for an independent Scotland. She'll also promise to involve Scotland in "every decision" her new government takes.
Speaking ahead of the visit, May said: "This visit to Scotland is my first as Prime Minister and I'm coming here to show my commitment to preserving this special union that has endured for centuries."
"And I want to say something else to the people of Scotland too: the government I lead will always be on your side."
"Every decision we take, every policy we take forward, we will stand up for you and your family - not the rich, the mighty or the powerful."
"That's because I believe in a union, not just between the nations of the United Kingdom, but between all of our citizens."
The trip takes place two days after May was formally appointed as Prime Minister by the Queen.