British Prime Minister Theresa May says she'll trigger formal divorce talks with the European Union by the end of March.

It comes as the UK parliament studies the legislation to launch the departure.

Also on Thursday, British Defence Secretary Michael Fallon said that there was no need for a second independence referendum in Scotland and told the devolved Scottish government to get on with its day job.

"We don't see any need for a second referendum in Scotland," Fallon told reporters at a joint news conference in Rome with Italian defence minister Roberta Pinotti.

"The Scottish government should get on with what it was elected to do which is to improve school standards in Scotland to tackle the problems of the Scottish health service and above all to revive the Scottish economy where unemployment is now rising, those are the priorities for Scotland, not a second referendum," Fallon said.

In last year's Brexit referendum most of Scotland voted to remain in the EU.