Business Insider UK/Sam Shead
Brundtland served as Norway's prime minister on three separate occasions (1981, 1986-89, and 1990-96) and campaigned to get Norway into the EU.
She told Business Insider that May has been "very clear" that she intends to take the UK out of the EU but if the country stays within the 28-nation bloc, then May will have to step down.
"I've heard what your leaders say. They say no way. They say 'Brexit is Brexit.' The prime minister has been very clear," she said to BI.
"So in that kind of situation, she will have to even step down. It's so clear that the responsibility of this government is to carry through the popular vote."
The former-PM explained that Norway's economy has been able to thrive out of the European Union as a result of the European Economic Area agreement it secured before voting to remain outside of the EU in 1994. The agreement means Norway benefits from the free movement of persons, goods, services and capital within the European Single Market.
"We had negotiated the European Economic Area, and we are paying large sums of money to the European Union for having the benefits of the internal market," she said.
Brundtland, who was unsure on the exact figures, said she expected the UK will have to pay up to twice as much as Norway to negotiate similar deals within the European Economic Area.
"It's not a simple solution for the UK having said 'no' to the European Union to enter into the European Economic Area," she added.
WPA Pool / Pool
Britain voted to leave the EU on June 23 and subsequently the pro-EU former UK prime minister David Cameron stepped down.
Theresa May eventually became the new leader of the Conservative Party and the country's prime minister and appointed a cabinet of politicians that were mixed in their support for a "remain" or "leave" vote. May herself was on the side of the "remain" campaign but she has pledged repeatedly that "Brexit means Brexit."
In turn, she appointed David Davis, Foreign Secretary Boris Johnson, and International Trade Secretary Liam Fox as three senior ministers charged with overseeing Britain's Brexit negotiations. There have been widespread reports of tension among the three over who has exact responsibility for which aspect of the negotiations.
However, a recent discrepancy over Davis' recent comments on the European Union single market and that of prime minister May highlights the fact that even the highest echelons of government are still not clear on what exactly Brexit means.