LONDON (Reuters) - Prime Minister Theresa May said she will listen to Scotland's concerns over Britain's exit from the European Union but that the devolved Scottish government will not have a veto over the Brexit negotiations.

Scotland wants to have more detail about how the British government plans to leave the EU to prevent a "hard Brexit" that would severely damage the economy, Scottish First Minister Nicola Sturgeon said on Tuesday.

After Britain's vote to leave the EU, Sturgeon said Scotland may seek another independence referendum - something that could split the world's fifth largest economy apart just as it attempts to go it alone outside the European bloc.

"What I am very clear about is that, as we look into these negotiations, we will fully engage the Scottish government in the discussions that we have, in preparing what position the UK is going to take," May told BBC Scotland.

When asked directly if Scotland could have a veto over Brexit, May said: "The United Kingdom will have a position in the negotiations and we, as a United Kingdom government, will be negotiating with the European Union."

May added that the United Kingdom's government would listen to and take account of the particular concerns of Scotland and other parts of the United Kingdom, which is made up of England, Scotland, Wales and Northern Ireland.

The United Kingdom's devolved parliaments could complicate or slow an EU withdrawal as their remit over such a major change is unclear and there is a convention for giving the assemblies a say on matters that concern them.

Scots rejected independence in a 2014 referendum. But in the referendum on EU membership on June 23, Scots voted to stay in the bloc while England and Wales opted to leave.

"There are two questions you can ask about a second [independence] referendum in Scotland: One, 'Could there be?' And that's a process issue," May said.

"I think the real question is 'Should there be another referendum in Scotland?' My answer to that is overwhelmingly 'no'," she said. "There should not be second referendum in Scotland."

(Reporting by Guy Faulconbridge; Editing by Sandra Maler)