Harper offered brief remarks after his plane landed, lauding Thatcher for making conservative economics a renewed force in the world and for her "instrumental" role in the fall of communism and the transformation of the world toward a democratic model.
Standing on the tarmac with his wife, Laureen, Harper called Thatcher a "landmark, successful woman politician."
"She has, I think, been an inspiration for all women in conservative parties across the world and certainly in our own Conservative Party in Canada," he said.
As a short aside, Harper said his wife's gift to him the first Christmas they were married was a signed copy of the first volume of Thatcher's memoirs.
"That's something I treasure."
The funeral service for Thatcher, who died on April 8 at the age of 87, is Wednesday morning at St. Paul's Cathedral.
The guest list includes members of the political and intellectual elite from around the world, as well as British cultural royalty like singer Shirley Bassey, composer Andrew Lloyd Webber and author Jeffrey Archer. The cathedral seats about 2,300 and is expected to be filled to capacity.
Private gathering at 10 Downing Street
Harper met with British Prime Minister David Cameron at his official residence at 10 Downing Street on Tuesday evening. Laureen Harper joined her husband for the customary photo call on the residence's doorstep before dinner.
The prime minister's office said the two leaders discussed the global economy and the ongoing negotiations towards a Canada-European Union free trade agreeement during a short, bilateral meeting.
The Harpers were among Cameron's guests for a small gathering of prominent conservatives from around the world who were in town for the funeral, including former U.S. vice-president Dick Cheney and former Australian prime minister John Howard.
Also included in the gathering was former prime minister Brian Mulroney, who was Canada's Progressive Conservative prime minister from 1984-1993, overlapping with Thatcher's time as British Tory prime minister between 1979-1990.
While the two leaders didn't always agree on matters of foreign and domestic policy, they had a close personal relationship beyond their common political ground, continuing to meet as recently as last year, Mulroney said last week.
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In addition to Mulroney, Foreign Affairs Minister John Baird and Conservative MP Ed Holder are also part of Canada's delegation for Wednesday's funeral.
On top of his ministerial role, Baird's affection for the iconic British Conservative leader is well-known. He called Thatcher a "personal political idol" last Monday when her death was announced.
Holder chairs the Canada-United Kingdom Inter-Parliamentary Association.
Tight security expected
While not a state funeral, Thatcher's service, set to begin at 11 a.m. local time (6 a.m. ET) on Wednesday morning at London's St. Paul's Cathedral, will include military and other ceremonial honours.
In a relatively rare move, Queen Elizabeth is expected to be among the British and foreign dignitaries gathered to pay their respects to the groundbreaking politician.
As well as admirers, Britain's first female prime minister also had harsh critics and fierce opponents, opening cleavages in British society that persist to this day. Protests and anti-Thatcher parties celebrating her death have accompanied the many tributes pouring in over the last week.
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Security is expected to be extremely tight — not only because of the large numbers of dignitaries involved, but particularly in the heightened tensions worldwide following yesterday's bombing at the Boston Marathon.
No Canadian is expected to speak or play an official role in the funeral service. The group is set to return late Wednesday to Ottawa.