But Michael Russell, Scotland's Brexit minister,warned that Scottish National Party leader Nicola Sturgeon believes "full independence has got to be on the table".
He told BBC Radio 4's Today programme, "Nicola Sturgeon has been absolutely clear that we must keep all options open. It would range from independence and other options would be available too. Of course independence has to be an option. It would be ridiculous to say it shouldn't be. We have been put in a situation we didn't ask to be in".
Downing Street said May will tell the leaders of the devolved administrations concerned about a possible hard Brexit that final decisions about her approach had not yet been taken and "how the UK leaves the EU will not boil down to a binary choice".
May is under pressure from Sturgeon, Welsh counterpart Carwyn Jones and Northern Ireland's leader Arlene Foster and her deputy Martin McGuinness at the meeting in Downing Street.
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The Prime Minister has offered them a "direct line" to Brexit Secretary David Davis, who will chair a new forum bringing together representatives from Westminster, Holyrood, Cardiff Bay and Stormont for regular talks on the situation.
Ahead of the talks, officials insisted she was "ready to listen to proposals" put forward by the first ministers about the Brexit process.
May said, "I am determined that as we make a success of our exit from the European Union, we in turn further strengthen our own enduring union. The great union between us has been the cornerstone of our prosperity in the past - and it is absolutely vital to our success in the future".
"We believe that a UK Negotiating Framework should be developed, based on principles and aims (but without revealing a detailed 'negotiating hand') and this, linked to invoking Article 50, should be the subject of a vote in all four of the United Kingdom's parliaments and assemblies," Jones said in a letter to the Prime Minister.
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