Nicola Sturgeon is looking at ways to keep the country in the European Single Market even if the rest of the UK leaves.
Scotland’s First Minister has previously said the Scottish Government is considering the options of the European Free Trade Association (EFTA) and European Economic Area (EEA).
Commenting on a separate deal for Scotland, Mr Jones told BBC Radio Scotland: “I can’t see how it would work.”
He said separate market access arrangements north of the border would mean customs posts at the border.
“There is no other way to deal with that,” he said.
Referring to Greenland which left the EU in 1982, he added: “If you’re Greenland and you’re a long way away from the European land mass it’s easier, but otherwise how do you control the flow of goods that are traded on different terms on the same island.
“For me, what is absolutely crucial is that we get the best deal for the UK, all four nations of the UK, and that there is agreement on that.”
Mr Jones was speaking ahead of the British Irish Council (BIC) summit near Cardiff, at which devolved leaders will stress the need for unfettered access to the European Single Market for the whole of the UK.
His comments came as Spanish MEP Esteban Gonzalez Pons described a separate Scottish arrangement as “impossible”.
Mr Gonzalez Pons is a member of Spain’s ruling People’s Party and vice-chairman of the European People’s Party (EPP).
Asked about Ms Sturgeon’s plans, Mr Gonzalez Pons told The Daily Telegraph newspaper: “It’s impossible. I’m telling you not only as a Spanish MEP but also as a member of the EPP.”
He added: “My position is also my party’s position.”
Pressed about proposals for Scotland to join EFTA and the EEA, he said: “It’s impossible. Scotland, while it is part of the United Kingdom, has to be the same as the UK.
“We’re not going to accept Scotland in the single market without the rest of the UK.”
Responding on BBC Radio Scotland, External Affairs Secretary Fiona Hyslop said: “Nothing is impossible.
“We are in uncharted territory and that is part of what we are discussing with many administrations.”
She said it was important to keep Scotland’s options open, but added: “The most important thing just now is to try and persuade the UK as a whole not to walk away from the single market or the customs union.”