Both leaders have also agreed to "work to reach an agreement" on the current Brexit deadlock between Holyrood and Westminster, a spokesman for the Prime Minister has said.
The two leaders spoke on the phone on Friday evening following the Prime Minister's flagship Brexit speech.
Mrs May's spokesman said the two leaders initially discussed the whiteout weather conditions affecting much of the UK.
"The new agreement we reach should protect the jobs and security of the British people and strengthen the union of nations in the UK.
“The Prime Minister then said we would be working closely with the EU to provide certainty for businesses within both the UK and Europe.
“The Prime Minister and First Minister discussed recent progress on Clause 11 of the EU Withdrawal Bill and agreed both governments should continue to work to reach an agreement.
“They finished the call by saying that they both looked forward to furthering discussions during the Plenary meeting of the JMC (Joint Ministerial Council) on March 14.”
UK ministers say some controls must remain reserved to protect the integrity of the UK single market.