- May 6 Lord Frederick Cavendish, English politician who was appointed Chief Secretary for Ireland in May 1882 and murdered only hours after his arrival in Dublin, dies at 45
- May 6 Thomas Henry Burke, assassinated by Fenian Invincibles, in Dublin
- May 13 Jules-Nicolas Crevaux, French explorer, murdered at 35
- May 29 Vasily Perov, Russian painter (b. 1833)