- May 1 Philadelphia Athletics pitcher John Lush no-hits the Brooklyn Superbas, 6-0
- May 1 Philadelphia Phillies Johnny Lush (20) pitches no-hitter in 6-0 win over Brooklyn Superbas in Washington Park in Brooklyn, New York; the team's last no-hitter until 1964
- May 2 32nd Kentucky Derby: Roscoe Troxler aboard Sir Huon wins in 2:08.8
- May 8 Philadelphia A's pitcher Albert Bender is deployed to left field in 6th inning and responds with 2 HRs in A's 11-4 win over Boston Americans at Huntington Avenue Grounds, Boston
- May 14 Flagpole at the White Sox ballpark breaks during pennant-raising
- May 15 MLB New York Giants pitcher George "Hooks" Wiltse strikes out 4 Reds batters in 1 inning, as catcher dropped a third strike (Palace of the Fans, in Cincinnati, Ohio)
- May 22 31st Preakness: Walter Miller aboard Whimsical wins in 1:45
- May 25 After 20 straight wins, Boston Pilgrims lose to Chicago White Sox 3-0
- May 30 40th Belmont: Lucien Lyne aboard Burgomaster wins in 2:20
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