British Prime Minister Margaret Thatcher, whose government has tried without success to coordinate a positive European response to U.S. sanctions against Poland and the Soviet Union, said today she still believed NATO "will stick together" during the Polish crisis.

In a New Year's radio and television broadcast, Thatcher said all the European allies believe they must react firmly to the continuing military crackdown in Poland although they differ among themselves and with the Reagan administration about what steps to take.

"But the alliance will stick together," she said. "I have no doubt about that."

Thatcher suggested that a coordinated European response could begin to emerge when foreign ministers of the 10 European Community countries meet in Brussels next week. A special meeting of the foreign ministers of the 15 NATO nations, who include all of those in the community except Ireland, will follow the next week.

French President Francois Mitterrand's New Year's wishes to his own nation seemed carefully to balance the indignation voiced by his government--and widely shared by the French people--against the difficulty in joining the U.S. economic sanctions, Washington Post correspondent Edward Cody reported from Paris.

The Socialist leader, whose statements condemning martial law in Poland have been the strongest of the major Atlantic allies, deplored Soviet domination of Eastern Europe but reminded his compatriots that the crackdown in Warsaw was part of "today's reality."

Thatcher's government, whose presidency of the community ended today, had tried to get community foreign ministers to meet here this week to issue a European statement on Poland. But, after public wrangling between the French and West German governments over scheduling, Thatcher said today that the Europeans "want a little bit more time."

After a preparatory meeting of community diplomats here Wednesday, sources said there was little chance that the European foreign ministers would agree Monday on much more than a strongly worded demand that the Polish government end martial law, release political prisoners and negotiate with church and Solidarity union leaders.

The French, British and Italian governments all have strongly condemned the imposition of martial law in Poland. British and Italian sources also have said their governments share President Reagan's assessment of the Soviet role and sympathize with his response. But none have publicly advocated that the Europeans join in the U.S. sanctions, nor have they said they would take action on their own.

In The Hague, the Netherlands told Poland that the large number of arrests under martial law was unacceptable and warned that Dutch economic aid would not be resumed until civil rights were restored, United Press International reported.

The West German government, joined by some of the smaller European allies, has been skeptical of both the U.S. sanctions and Reagan's confrontational approach to the Soviet Union. They believe more diplomatic pressure should be tried and more time allowed for the Polish government to begin easing martial law and to show it will not reverse the changes instigated by Solidarity.

Denmark's foreign minister, Kjeld Olesen, expressed this view today when he told reporters in Copenhagen, "It is not yet time for such sanctions to be effected against Poland or the Soviets. "

West German Economics Minister Otto Lambsdorff said he did not expect the Europeans to give in to U.S. pressure for "parallel" economic measures against the Soviet Union. "In the present situation," he told a West German newspaper, "this does not seem to me to be appropriate, and I don't think any such considerations exist."

Vacationing in Florida, Chancellor Helmut Schmidt told West German television his government had not made up its mind whether to join the U.S. sanctions, UPI reported. "It's a bit too early to answer the question," said Schmidt.

In Cologne, news agencies reported that Polish Deputy Premier Mieczyslaw Rakowski met with the president of the Association of German Chambers of Commerce, Otto Wolff von Amerongen, and later told reporters that martial law was temporary, that Poland had begun to repay interest on massive loans from Western banks and that U.S. sanctions against Moscow were "dictated by politics, not by the interests of the Americans and not by the interests of the Polish people."

"The Polish government is well aware there can be no incentive to cooperate with Poland under a continuation of martial law," Rakowski said before returning to Warsaw.

Vice Chancellor Hans-Dietrich Genscher brushed over differences between U.S. and West German reaction to the Poland crisis in a radio interview, saying the allies had a common aim in the wish for resumption of reform in Poland.

But Genscher stressed that the West German policy of noninterference in Polish affairs "always will be and must be the policy on our side."

British diplomats have urged the other European allies to take some symbolic collective action to support the U.S. stand. A pledge not to undercut the U.S. sanctions and a delay of future Common Market decisions on food and financial aid to Poland are among the options discussed, according to sources.

Thatcher said today that "President Reagan has given a very firm lead." But she also suggested that some measures taken by the U.S. could not be imitated in Europe, apparently because of the greater dependence of some of the European allies, particularly West Germany, on East-West trade and detente.

Arguing that it is necessary for the unity of the alliance to try to bridge the U.S. and West German positions, the British government is determined to act only in concert with the other Europeans, sources have said.

"We in Europe and the United States are the free democratic world," Thatcher said today. "The whole of the Russian tactic is to try and divide us. They must never succeed."

Washington Post correspondent Edward Cody filed this report from Paris:

President Francois Mitterrand, reflecting his Socialist government's dilemma over Poland, told the French in his New Year's wishes that "there is no bigger solidarity than that which unites us to the Polish people" but maintained his government's silence on whether to join in economic sanctions against Moscow.

Against this background, Mitterrand condemned the "division of Europe" dating from the Yalta conference in February 1945 at which Joseph Stalin, Winston Churchill and Franklin Roosevelt sought to coordinate policies after the defeat of Nazi Germany.

"Anything that will allow us to get out of Yalta will be good," Mitterrand said, "on condition that we never confuse the desire that we have to do so with today's reality.

"The Polish drama fits into this contradiction," he said. "There is no bigger solidarity than that which unites us to the Polish people. Let us prove it by refusing the system that oppresses them and the domination it brings one, by defending their rights, their freedoms, their just aspiration to live independently, and let us know how to measure the slowness of history."

Without concerted European action, a unilateral French move from words to action is seen here as potentially costly.

France is still negotiating with Moscow the price of natural gas scheduled to be piped here as its share of 3 billion cubic meters to be imported annually by Western Europe from the Soviets on completion in 1984 of a 5,000-kilometer pipeline.

Also, Creusot-Loire, a French heavy-metals firm, signed a $280 million contract with the Soviet Union Dec. 15.

But Mitterrand's government is reluctant to be seen as slow to respond to the Polish crisis for several reasons.

Politically, the imposition of martial law has stirred a strong, emotional response here. Demonstrations and petitions have been frequent. Culture Minister Jack Lang, for example, gathered several hundred intellectuals at the Paris Opera last week to sign an appeal for Polish freedom in the presence of Prime Minister Pierre Mauroy and Danielle Mitterrand, the president's wife.