Britain's Prime Minister Theresa May makes a statement at Downing street in London, Britain, March 22, 2017 following the attack in Westminster. [Photo/Agencies]

Four people were killed and at least 20 injured after a car ploughed into pedestrians and an attacker stabbed a policeman, in what police called a terrorist incident.

"The thoughts of the PM and the government are with those killed and injured in this appalling incident, and with their families," her office said in a statement.

"The PM is being kept updated and will shortly chair COBR," the statement said, referring to a meeting of the government's emergency security committee to be held later on Wednesday.