The Prime Minister praised Phil Neville's England side for their performance both on and off the field after the Lionesses were knocked out of the World Cup by the USA.
England were beaten 2-1 at the semi-final stage, having had a goal ruled out by VAR, missed a penalty and been reduced to 10 players late on.
"Commiserations to the @lionesses tonight," tweeted Mrs May. "Know that you have inspired millions with how you've played on the field as well as how you've conducted yourselves off it. We are very proud of you."
The leader of the Labour Party Jeremy Corbyn meanwhile said the team "have shown exactly why women's sport deserves equal coverage, attention and investment."
He also wrote in solidarity with USA player Megan Rapinoe, tweeting: "Good luck to USA and their co-captain Megan Rapinoe who has spoken out strongly against Donald Trump's misogyny."
The world of football reflected on the heartbreak, with Gary Lineker, who suffered semi-final defeat in the men's World Cup in 1990, posting: "Another semifinal loss for an English side in a World Cup, but heartbreaking as it is, @Lionesses you did us proud. Well played."
Juventus forward Eni Aluko meanwhile asked whether Ellen White should have taken the penalty that Steph Houghton missed just minutes from the final whistle.
And former England captain Faye White noted that "once again it (was) the fine margins and big moments that count and make (the) difference."
Michael Owen, who reached the quarter-final stage with England at the men's World Cup in 2002, said that the team had "inspired a new generation of footballers."
Johanna Konta, who reached the second round of Wimbledon earlier in the day, posted that she was "so proud of the girls" while musician Billy Bragg thanked the Lionesses for "a night of great excitement and drama".
And even in the throes of defeat, the Lionesses Twitter account saw the bigger picture and encouraged others to do the same.
"To those who have recently fallen in love with our #Lionesses and to those who have been here since the beginning. Your support means the world. This thing that is happening, doesn't end here," the @Lionesses account tweeted.
"Thank you x."
England will play either Holland or Sweden in the third-place play-off on Saturday.