In an interview with me this afternoon, he said: "I think a lot of people will be disappointed and surprised, given the way President Obama had praised Margaret Thatcher, no-one will be there. I find that quite sad."
Senior Conservative Liam Fox is expected to bring Tory austerity divisions to the fore today with a direct call for the Chancellor to drop protected spending for schools, aid and the NHS.
The former Defence Secretary's intervention, which comes less than a fortnight before George Osborne's Budget, echoes concerns raised by many of the party's backbenchers over the way funding has been ring-fenced for three Whitehall departments.
According to The Times, Dr Fox will say: "I believe that in leaving money in people's pockets, economic activity will follow. People will buy houses, invest for their future or just go shopping.
"We should gradually move towards the reduction - or even abolition - of the taxes where the state not only taxes the same money on multiple occasions but discourages the very behaviour that would lead to a more responsible society."
Following an investigation by City of London Police, we have decided that there is insufficient evidence to prosecute Mr Adam Werritty for any alleged offences.
The matters referred to us involved the alleged misuse of Mr Werritty's business cards and of funds donated to his business.
These are matters which have been widely reported. In accordance with the Code for Crown Prosecutors, we have advised City of London Police that there is insufficient evidence to provide a realistic prospect of conviction.
Conservative Voice is the first political initiative in a very long time that provides a home for the professional and voluntary wings of the Conservative party and who are united in their belief in popular, radical conservatism.
Our aim is to encourage seriously ambitious policy development and to help improve the party's campaigning edge in really practical ways. Our approach is to work from inside the party and alongside the leadership, and to actively engage with think tanks, campaigning organisations, academics and business people.
New Conservative group hopes to unite grassroots activists
The new group is intended to unite grassroots Tory activists and more senior politicians who;
support the Conservative agenda of individual aspiration, small government, low taxes, a broad rather than deep relationship with Europe, more direct accountability to voters and radical thinking on providing public services and tackling the country's social and economic challenges.
As well as Mr Davis and Dr Fox, other MPs named as backers are Conor Burns, Robert Halfon, Priti Patel and Dominic Raab.
Two Tory big beasts are launching a group campaigning for "radical" policies, amid pressure on David Cameron's leadership.
David Davis and Liam Fox will unveil Conservative Voice, urging the party to show "serious ambition".
Although organisers insist the group will work alongside the leadership, the move comes with the Prime Minister struggling to placate Conservative traditionalists from two former front-benchers who ran against him for the party leadership.