The meeting in Paris followed the leaders' remarkably different political fortunes in the past week, which saw Macron's party headed for a massive parliamentary majority, while May lost her slim advantage in the House of Commons.
"Of course the door is always open as long as the negotiations on Brexit have not finished," Macron said in a press conference.
But he stressed that the British people had taken the sovereign decision to leave the 28-member bloc in their referendum a year ago, adding that the beginning of talks would be a milestone.
"Once it (the Brexit process) has started we need to be collectively clear that it's more difficult to reverse course," he said at the Elysee palace.
May stressed that she would stick to her timetable of starting Brexit discussions next week in Brussels, saying the talks were "on course", despite her domestic difficulties.
Her Conservative party lost its majority in a bungled snap election last week which some observers suggested might lead May to abandon her plans for a so-called "hard Brexit".
But she countered: "There's a unity of purpose among people in the UK. It's a unity of purpose having voted to leave the EU that their government gets on with that and makes a success of it."
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After their talks, May and Macron watched a football friendly between England and France where a minute's silence was held before kick-off to remember the victims of recent terror attacks in Manchester and London.
The order of the national anthems was reversed, leading thousands of French fans to put aside centuries of rivalry, war and their own history of regicide in a moment of cross-Channel solidarity.
"God Save The Queen" they thundered before the match began.
The poignant moment served to underline May and Macron's main message, namely that France and Britain will continue to work together despite Brexit. However there was no comfort for May on the pitch, with France running out 3-2 winners.