Video footage of UK prime minister Theresa May being escorted into a car and driven away from Westminster Palace as Wednesday's terror attack unfolded in London has emerged.

In footage published by UK newspaper The Sun, Mrs May can be seen being ushered to a silver Jaguar as the sound of gunfire crackles in the background. 

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Mrs May was among MPs at the House of Commons as Wednesday's attack began and was whisked away to Downing Street by security officers as the attack got underway. 

In the moments of panic, Mrs May appears to momentarily lose her bearings, making as if to head right before veering left as someone shouts "get in the car!"

Her chauffeur also appears to be confused, first driving towards one exit before partly reversing and heading in another direction. 

The hesitancy has been slammed on social media, with many saying the footage suggests a lack of preparedness by the prime minister's security detail. 

"It all looks a bit 'who's got the keys?'" one person wrote on Twitter. 

"Why were security all over the place and not surrounding her?" another asked. 

The attacker, who has been named as Khalid Masood, was shot some 100 metres away from the courtyard from which Mrs May made her escape. 

Nine people are in custody after the attack on Wednesday which killed five people including the assailant.