British Prime Minister Theresa May said US President Donald Trump was "being a gentleman" when he held her hand during her visit to the United States.

"We were about to walk down a ramp, and he said it might be a bit awkward," said Mrs May in an interview with American style magazine Vogue published on Tuesday (March 21).

Mr Trump's gesture during Mrs May's visit to the White House in January was a widely documented moment.

"I like to think we got on," she said about Mr Trump.

"I mean, obviously he has, uh... it was a stunning election victory, in that he's someone who has not been involved in politics," she added.

In the interview, the 60-year-old covered various topics including being Prime Minister, what she believes in and comparisons drawn between her and "Iron Lady" former British Prime Minister Margaret Thatcher - "there can only be one Margaret Thatcher", she said.

Dressed in a navy skirt suit, the austere politician reclined on an emerald-green sofa, in photos taken by renowned American portrait photographer Annie Leibovitz.

She spoke sparingly about Brexit.

Mrs May's spokesman told the media on Monday (March 20) that Britain will formally exit the European Union (EU) on March 29.

Once Article 50 of the EU's Lisbon Treaty is triggered, two years of difficult negotiations will begin, and Britain could be out of the EU by 2019.

In June last year, Britain voted to leave the EU - the result was a narrow one; only 51.8 per cent opted for Brexit. Britain will be the first member state to do so.

A spokesman for the European Commission said it was ready to begin negotiations for the Brexit process.

"We are on the threshold of the most important negotiation for this country for a generation," said Britain's Brexit minister David Davis in a statement published on Monday.