- May 2 (Frederick) Tyrone Power Sr., British-American stage and screen actor (The Big Trial; The Test of Donald Norton), born in London, England (d. 1931)
- May 5 Hans Pfitzner, German composer (Palestrina), born in Moscow, Russia (d. 1949)
- May 6 Joseph Cuvelier, Belgian historian and general archivist, born in Bilzen, Belgium (d. 1947)
- May 11 Francisco Lacerda, Portuguese composer, conductor, and musicologist, born in Ribeira Seca, Portugal (d. 1934)
- May 13 Bob Dalton, American outlaw of the Old West (leader of the Dalton Gang), born in Cass County, Missouri (d. 1892)
- May 18 Ruprecht, crown prince of Bavaria and WWI Commander of the 6th army, last heir to the Bavarian throne, born in Munich (d. 1955)
- May 19 Henry Horatio Dixon, Irish Biologist who originated the cohesion-tension theory of water and mineral movement in plants, born in Dublin, Ireland (d. 1953)
- May 20 Joshua Pim, Irish tennis player (Wimbledon 1893-94), born in Bray, Wicklow (d. 1942)