The prime minister will visit two war cemeteries on Friday where she will lay wreaths alongside French President Emmanuel Macron and Belgian Prime Minister Charles Michel.
The visits reflect a shared history and “shared future, built on peace, prosperity and friendship”, Ms May said.
Armistice Day comes at a crucial phase in Brexit negotiations and Ms May is set to have a private meeting and working lunch with Mr Macron.
The prime minister will first pay her respects at the St Symphorien Military Cemetery in Mons to north Londoner John Parr, who is believed to the first British soldier to be killed at the outbreak of war in 1914 at the age of 17.
She will also lay a wreath at the grave of George Ellison, who was killed by a German sniper on the Western Front just 90 minutes before the Armistice came into effect at 11am. He is believed to be the last to die in the fighting.
Then Ms May and Mr Michel will attend a reception where they will meet British and Belgian serving members of the Armed Forces.
Later she will travel to Albert in France, a town in the heart of the Somme region, where the bloodiest fighting and some of the heaviest bombardment took place.
Ms May will have a meeting with Mr Macron and a working lunch before attending a wreath-laying ceremony at the Thiepval Memorial, which bears the names of more than 72,000 soldiers who died.
A wreath combining poppies and cornflowers, the two national emblems of remembrance for Britain and France, will be made for the occasion.
Ms May said: ”At St Symphorien I will have the honour of laying a wreath on behalf of a nation at the graves of both John Parr and George Ellison, the first and last UK soldiers to die during the war.
“That their graves lie opposite each other is a fitting and poignant symbol that brings home the eternal bond between them, and every member of the Armed Forces who gave their lives to protect what we hold so dear.
“We remember the heroes who lost their lives in the horror of the trenches.
“As the sun sets on one hundred years of remembrance, we will never forget their sacrifice.”
Ms May will return to the UK on Saturday to attend the Royal British Legion Festival of Remembrance at the Royal Albert Hall.
On Remembrance Sunday she will lay a wreath at the Cenotaph and attend the national service to mark the Centenary of the Armistice at Westminster Abbey.
Additional reporting by Press Association