- May 3 Charlie Soong, Chinese Methodist missionary and key player in the Xinhai Revolution of 1911, dies at 55
- May 9 George Coşbuc, Romanian poet (b. 1866)
- May 12 Abel Hoadley, Australian confectioner (Violet Crumble), dies at 73
- May 14 James Gordon Bennett, Jr., American newspaper publisher (b. 1841)
- May 16 Eusapia Palladino, Italian spiritual medium, dies at 64
- May 18 Toivo Kuula, Finnish composer, dies after being shot in a quarrel at 34
- May 19 Gervais Raoul Lufbery, French-American World War I fighter pilot and flying ace, dies at 33
- May 24 Evan Williams, American oratorio tenor, dies at 50
- May 27 Henry Adams, US literature historian (Esther), dies at 80
- May 30 Georgi V Plechanov, Russian revolutionary theorist, dies