The Gulf Arab state has been hit by unrest since pro-democracy protests broke out in early 2011.
The gas-rich Gulf state has already provided Cairo with $5 billion in loans and grants since Egypt’s Islamist President Mohamed Mursi was elected last year.
Representatives from over 30 nations will gather in Bahrain to practise minesweeping and escorting ships.
Baroness Thatcher became the first female prime minister for the United Kingdom in 1979.