- May 8 Augustin Pajou, French sculptor (Bachante), dies at 78
- May 17 Leopold Auenbrugger, Austrian physician (invented percussion as a diagnostic technique), dies at 86
- May 30 Johan B Scheffer, portrait painter, dies at about 43
- May 31 Ferdinand von Schill, Prussian officer/rebel, dies in battle at 33
- May 31 Franz Joseph Haydn, Austrian composer of the classical period (The Creation; Trumpet Concerto), dies at 77
- May 31 Jean Lannes, French marshal (b. 1769)