- May 1 Jose E Rodo, Uruguayan writer (Motivos de proteo), dies
- May 3 Norman Callaway, Australian cricket batsman (207 in only FC innings), dies on WWI battlefield at 21
- May 11 Otto Adolf Klauwell, German composer, dies at 66
Charles Brooke
May 17 Charles Brooke, 2nd White Rajah of Sarawak (1868-1917), dies at 87
- May 17 Belva Ann Lockwood, American attorney (1st lady to argue in Supreme Court), dies at 86
- May 20 Philipp von Ferrary, Italian philatelist (b. 1850)
- May 20 Valentine Fleming, Scottish politician (b. 1887)
- May 23 Ranavalona III, Queen of Madagascar (1883-1897) last sovereign of Madagascar, dies in exile in Algeria at 55
- May 25 Léon Vasseur, French composer, dies at 72
- May 25 Maksim Bahdanovič, Belarusian poet, dies at 25