- May 5 Thomas B. Thrige, Danish industrialist, born in Odense, Denmark (d. 1938)
- May 9 Gopal Krishna Gokhale, Indian social reformer and leader of Indian Independence Movement, born in Kotluk, Dist. Ratnagiri, Bombay Presidency, British India (d. 1915)
- May 10 Léon Bakst, Russian painter and scene and costume designer, born in Grodno, Belarus (d. 1924)
- May 12 Lafayette "Lave" Cross [Vratislav Kriz], American MLB baseball infielder, 1892-1907 (Philadelphia Phillies, Philadelphia Athletics, and 5 other teams), born in Milwaukee, Wisconsin (d. 1927)
- May 13 Ottokar Eugen Novacek, Hungarian composer and violinist of Czech descent, born in Weißkirchen, Austrian Empire (d. 1900)
- May 16 Ernest Burgess, American urban sociologist (ecological school), born in Tilbury, Ontario (d. 1966)
- May 17 Erik Satie, French composer (Gymnopédies), born in Honfleur, Normandy (d. 1925)
- May 23 Gustav Aschaffenburg, German psychiatrist (pioneer in criminology and forensic pathology), born in Zweibrücken (d. 1944)
- May 24 Armando Frid, Argentinian horse tamer and centenarian, (reportedly lived to 124 years), born in Vega de Maipu, Argentina (d. 1990)
- May 26 John Eigenhuis, Dutch writer (Tough Workers), born in Aalsmeer, Netherlands (d. 1944)
- May 31 Vladimir Rebikov, Russian pianist and composer, born in Krasnoyarsk, Siberia, Russia (d. 1920)