British Prime Minister Theresa May has warned that Britain faces some "difficult times" as it prepares to leave the European Union following the June referendum.

She told the Andrew Marr Show in an interview broadcast Sunday that not all would be "plain sailing" as Britain withdraws from the 28-nation bloc.

She said in her first extended interview since taking office that she will not call an early election because Britain needs stability.

The prime minister spoke to Marr before leaving for China for the G-20 summit. She said she would not "pretend" leaving the EU would be easy despite some encouraging recent economic news.

Nevertheless, May says she is certain Britain will make a success of its departure from the bloc and will also find economic opportunities outside the EU.