The Prime Minister added that there is "a unity of purpose" among the British public that the Government should get on with Brexit following the leave vote.
Acknowledging the referendum result, Macron added that: 'Of course, the door remains open - it's always open until talks come to the end.
'Both our countries have sadly suffered the horrors of terrorism all too recently, ' she said.
Britain and France face similar challenges in fighting home-grown Islamic extremism and share similar scars from deadly attacks that rocked London, Manchester, Paris and Nice.
Macron also wished the Brexit talks could start as soon as possible.
"That being said, a sovereign decision was taken by the British people and that is to come out of the European Union, and I very much respect the decisions taken by the people, be it by the French people or the British people".
Dressed in a grey jacket and black pants, Mrs May was granted a guard of honour as she arrived at the Elysee Palace to be greeted at the door with a kiss on both cheeks by Mr Macron ahead of a working dinner.
British officials had previously suggested they wouldn't be able to formally start Brexit negotiations as scheduled.
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May is traveling to France "in a significantly weakened position" because of her election setback and will be watched closely by Macron and other EU leaders, said Joseph Dobbs, a research fellow at the European Leadership Network in London.
Macron meanwhile said that "the door is obviously still open" should Britain change its mind about leaving the European Union, but that it was a decision for the British people.
France and England paid tribute to the victims of the Manchester and London terror attacks in a pre-match ceremony ahead of their worldwide friendly in Saint-Denis.
The May-Macron meeting in Paris is expected to focus instead on deepening counterterrorism cooperation.
After the terrorist attack that killed seven people in London on June 3, May accused US tech companies of not having done enough to weed out extremists in cyberspace.
The song was sung by people in a crowd that gathered in the city days after a suicide bomber killed 22 people attending a May 22 concert by pop singer Ariana Grande in the Manchester Arena.
Britain's Prime Minister Theresa May (L) and France's President Emmanuel Macron hold a joint press conference in the grounds of The Elysee Palace in Paris on June 13, 2017. "We have chose to go further on a concrete plan to reinforce the obligation of social media companies to remove content that promotes hate and terrorism online".
The order of the national anthems was also 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.
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