- May 15 20th Kentucky Derby: Frank Goodale aboard Chant wins in 2:41
- May 16 Fire in Boston destroys the South End Grounds baseball stadium and 200 other buildings
- May 17 19th Preakness: Fred Taral aboard Assignee wins in 1:49.25
- May 26 German Emanuel Lasker becomes undisputed World Chess Champion by beating Austrian-American defending titleholder Wilhelm Steinitz, 10-5 (4 draws) in Montreal, Canada
- May 30 Boston Beaneaters baseball second baseman Bobby Lowe first to hit 4 home runs in MLB game in 20-11 win against Cincinnati Reds