Eilish McColgan says "a lot more detail" is needed before a decision is made on whether Scotland should compete independently at European level.
Scottish Athletics has written to European Athletics enquiring about home nations entering teams individually instead of as part of a British team.
But any proposal would not impact world or Olympic level.
"Obviously, through British Athletics we have huge opportunities," said long distance runner McColgan, 27.
"Warm weather training camps, altitude camps abroad. I don't know if Scottish Athletics would have the resources or the funding in order to be able to support things like that.
"We have to really look at it in a lot more detail before we start splitting up and going our separate ways.
"We definitely need to learn more about it. As a Scottish athlete, we love every opportunity with Scotland. I'll always see myself as Scottish."
Hurdler and 4x400m relay runner Eilidh Doyle, 31, agrees funding would be a deciding factor.
"That's got to be the main thing - it's being able to support the Scottish athletes," said the Olympic bronze and Commonwealth Games silver medallist.
"If we're going to be competing for Scotland is there that same support that we would get at a GB level?
"A lot of the funding, a lot of the support from UK Sport is based on Olympics and World Championships so you would hope that might not change too much but that's got to be something that's got to be looked into.
"As long as the Scottish athletes know that they've got that same support system there, they've got that same medical support, financial support, then that shouldn't be a problem.
"It's an opportunity for Scotland to kind of shine on their own. Is it the best thing at the moment? I don't know but I think it's nice it's being discussed."