Speaking at the Munich Security Conference, Mrs May said: "We are leaving the EU and there is no question of a second referendum or going back and I think that's important.
"People in the UK feel very strongly that if we take a decision, then governments should turn not round and say no you got that wrong."
It came as the PM called for a new security treaty with the European Union to ensure military, intelligence and counter-terrorism cooperation after Brexit.
She told top European and US officials the treaty should be up and running from 2019.
Britain and the EU must not let ideological differences block co-operation over security matters after leaving the bloc, the PM said on Saturday.
Mrs May said: "We must do whatever is most practical and pragmatic in ensuring our collective security."
She urged EU partners not to let "institutional restrictions" and "deep-seated ideology" get in the way of a wide-ranging post-Brexit security partnership.
Britain has said that leaving the EU means that European courts should no longer have jurisdiction in Britain.
Mrs May argued that this should not make it harder to extradite terrorists or share information.
She highlighted major cases where the UK and the rest of the EU have worked together to tackle terrorists and people smugglers and insisted it is in the interest of both sides to agree a strong security deal.
"To make this happen will require real political will on both sides," she said.
"I recognise there is no existing security agreement between the EU and a third country that captures the full depth and breadth of our existing relationship.
"But there is precedent for comprehensive, strategic relationships between the EU and third countries in other fields, such as trade.
"And there is no legal or operational reason why such an agreement could not be reached in the area of internal security."
She warned "nothing must get in the way" of Britain and the EU "helping each other in every hour of every day to keep our people safe".
"Those who threaten our security would like nothing more than to see us fractured," Mrs May added.
"They would like nothing more than to see us put debates about mechanisms and means ahead of doing what is most practical and effective in keeping our people safe.
"So let our message ring out loud and clear today: we will not let that happen. We will keep our people safe, now and in the years to come."