Theresa May's keynote Brexit speech had "too many vague aspirations and scant detail", the first minister has said.
She insisted the UK would leave the EU single market and customs union, but aimed for "frictionless" trade through a bespoke free trade deal.
Carwyn Jones said the prime minister "failed to spell out how she intends to achieve this outside a customs union".
Welsh Tory leader Andrew RT Davies said Mrs May gave "an ambitious vision for our future economic partnership".
The prime minister told an audience at Mansion House in London: "We are leaving the single market - life is going to be different."
Stressing her desire to see the "broadest and deepest possible partnership" between the UK and EU, Mrs May accepted that access to each other's markets would be "less than it is now".
But she pledged that many UK regulations would remain "in step" with those of the EU, and wanted to see "as frictionless a border as possible" supported by associate membership of EU agencies for matters such as medicine, chemicals and aviation.
However, the prime minister said any disputes about the future relationship could not be ruled on by "the court of either party", stressing that the jurisdiction of the European Court of Justice in the UK "must end".
Mr Jones, who is on a visit to north America, tweeted: "Still too many vague aspirations & scant detail from @Theresa_May - we all want frictionless trade, but the Prime Minister has failed to spell out how she intends to achieve this outside a customs union.
"The promise of new trade deals will simply not replace the benefits of access to the Single Market & the thousands of jobs dependent on this. This is the hard fact the Prime Minister must accept. #RoadtoBrexit."
Plaid Cymru leader Leanne Wood claimed the speech "raised more questions than it answered", asking: "If the prime minister wants to stay in so many EU institutions, why leave the single market which she admitted will put barriers in place over trade?"
She said Mrs May had not allayed fears of a Whitehall "power grab" over devolved policies after Brexit, saying: "If she is so passionate about preserving the union, why threaten the devolved governments with a legal battle?
"It is clear that the prime minister is intent on tearing up diplomatic ties with UK countries and tearing up economic ties with EU nations.
"She is sowing division when we need unity, and uncertainty when we need stability."
Welsh Conservative leader Andrew RT Davies was more positive, saying the prime minister "was clear and resolute in her pledge to deliver the change Wales and the United Kingdom voted for in June 2016".
"Her speech sets out an ambitious vision for our future economic partnership with the EU; one which allows us to take back control of our money, borders and laws, while ensuring a strong and enduring mutual prosperity for our citizens," he said.
"We urge politicians of all stripes to get behind the prime minister and her team as this next critical phase in the negotiations gets under way.
"It is the shared interest of the UK and the EU that these talks are a success."