May's words to CNBC came after two major speeches by the prime minister this week. On Thursday, she addressed a crowd of international political and financial leaders at Davos, reassuring business and political leaders that Britain would remain open for business after it quits the European Union.
The U.K. leader also stressed businesses must pay their fair share in taxes.
"It is essential for business to demonstrate leadership, to show that in this globalized world, everyone is playing by the same rules and that the benefits of economic success are there for all our citizens," she said.
Earlier in the week, May outlined the country's plans to make a clean break from the EU. In a wide-ranging speech, May confirmed the U.K. was destined to leave the single market and that a potential Brexit deal with the EU would require a parliamentary vote.
She also warned that the U.K. would walk away from talks should the EU fail to meet the right Brexit agreement.
—CNBC's Sam Meredith contributed to this report.
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