- May 7 Edward Mollenhauer, American composer, dies at 87
- May 9 C. W. Post, American food manufacturer of breakfast cereals, commits suicide at 59
- May 10 Sir William Alexander Smith, Scottish founder of the Boys' Brigade, dies at 59
- May 13 R E Foster, English athlete (only man to have captained England at cricket & football), dies of diabetes at 36
- May 17 Peter Leyten, Bishop of Breda (1885-1914), dies at 79
- May 25 Paolo Giorza, Italian-Australian composer, dies at 81
- May 26 Jacob Riis, Danish-American social reformer and "muck raking" reporter (NY Tribune, NY Evening Sun), dies at 65
- May 27 Joseph Swan, English physicist and chemist (incandescent light bulb), dies at 85
- May 28 Adolf Sonnenfeld, Polish violinist and composer, dies at 76
- May 29 Paul von Mauser, German weapon designer, dies at 75