May had called Macron to congratulate him on his election victory and the two leaders briefly talked about Brexit among other bilateral issues, Downing Street said.
"The leaders briefly discussed Brexit and the Prime Minister reiterated that the UK wants a strong partnership with a secure and prosperous EU once we leave," a Downing Street spokesperson said.
"The Prime Minister and President-elect Macron looked forward to meeting and holding discussions at the upcoming NATO and G7 Summits," the spokesperson added.
Centrist candidate Macron decisively won the French presidential election yesterday, defeating far-right candidate Marine Le Pen.
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Macron, a former investment banker and an economic liberal, won by 66.06 per cent to 33.94 per cent to become the country's youngest President at the age of 39.
Speaking soon after the results in Paris, he said that a new page was being turned in French history.
"I want it to be a page of hope and renewed trust," he said.
Before the phone call, Downing Street had already issued a triumphant statement as the exit polls forecast Macron's win.
"The Prime Minister warmly congratulates President-elect Macron on his election success. France is one of our closest allies and we look forward to working with the new President on a wide range of shared priorities," a statement said.
Others from the UK who congratulated Macron included former Prime Minister Tony Blair, to whom the new French President had been compared during the campaign.
"What is important is that his election could be a real victory for a more global approach to politics," Blair told French newspaper 'Le Monde'.
Scottish First Minister Nicola Sturgeon also expressed joy at the French election results.
"Vive La France. Congratulations to new President, Emmanuel Macron on his decisive victory over the hard right," she said on Twitter.
The euro jumped to USD 1.1024 at one point before slipping back to USD 1.098.
Investors had hoped pro-EU Macron would beat anti-EU Marine Le Pen.
He was economy minister under Socialist President Francois Hollande, but has tried to define himself as neither left nor right politically.