BRUSSELS (AFP/REUTERS) - Prime Minister David Cameron said on Tuesday that he did not regret holding the referendum on Britain's membership of the European Union despite the surprise victory for the campaign to leave the bloc.

"Of course I regret the outcome but I don't regret holding the referendum, it was the right thing to do," Cameron told reporters in Brussels after an EU summit.

He said he was sorry that he had lost the so-called Brexit vote but that he would work with his successor to make sure the country has the closest ties possible with the EU bloc.

"I wish I had won the referendum... I am sad about that," he told reporters.

"But I am more concerned about Britain getting its relationship right with Europe," he said, adding he would do everything in his power to "encourage a close relationship"