There are fears over Olympic security after a known terror suspect entered the Olympic Park five times in a single day.
The British-born jihadist was arrested after breaching an order banning him from the area.
It's raised questions over security just days before the Games are due to begin.
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In a wide-ranging Peston on Sunday interview, he said Parliament security needs reviewing and the PM's counter-terror strategy is flawed.
The terror attack carried out by Khalid Masood at Westminster that left four people dead lasted less than two minutes say police.
Two knives were found at the scene in Islington, North London, and the suspects fled on foot before being arrested.