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Eluned Morgan says she hopes to "jolt" Downing Street into meeting her demands for Wales.
The first minister said she would meet Sir Keir Starmer on Thursday – two days after she called on him to rethink some benefit cuts.
BBC Wales was later told a formal meeting had not been scheduled, but both leaders were taking part in VE Day commemorations in London.
Morgan gave a speech on Tuesday where she promised to follow a "red Welsh way", even if that meant criticising the UK government.
Opposition parties criticised the first minister after the meeting with the prime minister was played down by her spokesperson.
Labour's Welsh government also wants increased funding and for Wales to see more financial benefits from wind power.
