The English Football Association announced today that it has withdrawn all English club soccer teams from European competition for the 1985-86 season, preempting an almost certain decision by the European Football Union to ban them from play.

The announcement came after Football Association leaders and other soccer officials met for five hours with Prime Minister Margaret Thatcher to discuss with her the violence at the European Cup match in Brussels Wednesday night that left 38 persons dead.

Commentators on the scene and evidence from television tape of the riot before the match made it clear that supporters from the Liverpool team attacked fans from the opposing Italian team.

Thatcher, who had indicated yesterday that the government would take action if the association did not, said today she was "very pleased" with the association's decision.

She said she would meet soon with soccer officials to discuss new regulations the government has favored to end the violence that has become widespread at games. They include strict controls on admissions and the banning of alcohol in and around stadiums.

Labor Party opposition leader Neil Kinnock said he objected to the pullout because it awarded the greatest victory to those who were involved in the violence. But political and sports leaders in general seemed to believe the action was necessary to begin to address the growing problem of what is known here as "football hooliganism."

There were fresh allegations today that the violence here and abroad, including at the Brussels match, were provoked by British right-wing extremist groups, and Thatcher said the claims "have to be investigated."

The decision of the Football Association affects only English club teams in European play, and does not include teams from Wales, Scotland or Northern Ireland. Belgium announced today that it was banning all British teams from playing in that country, and there is fear here that the European association also will take steps to ban teams from all four parts of the United Kingdom when it meets July 2 in Geneva.