"All combining to create a real thriller, one of the great sporting spectacles of our time," said May.
She told the England squad "You are a team that represents modern Britain, and that plays like no other side in the world.
"When the odds were against you in the biggest game of your lives, you simply and stubbornly refused to lose. It is that determination, that character, that has made you world champions," she said.
"You have helped the nation fall in love with cricket once again," she said, adding, "we have a team that will be spoken of in awe for generations to come."