The prime minister - who is known for her love of fashion, especially eye-catching shoes - posed for the renowned portrait photographer Annie Leibovitz.
"The long-planned shoot for US Vogue will come out in April," a No 10 spokesman said.
The magazine's editor, British-born Anna Wintour, was made a dame in the New Year Honours.
Mrs May chose a lifetime's subscription to Vogue magazine as her luxury item when she appeared on BBC Radio 4's Desert Island Discs programme.
