- 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 28 Lord Avebury [John Lubbock], British banker and politician, dies at 79
- May 28 Lunsford L. Lomax, American Major General (Confederate Army), dies at 77