- May 1 John Barclay Armstrong, Texas Ranger and U.S. Marshal (b. 1850)
- May 16 Louis Perrier, Swiss politician and member of the Swiss Federal Council, dies at 63
- May 17 Dwijendralal Ray, Bengali poet, playwright and lyricist (Dwijendrageeti), dies of epilepsy at 49
- May 18 Otto Reubke, German composer and brother of Julius Reubke, dies at 70
- May 28 Lord Avebury [John Lubbock], British banker and politician, dies at 79