- May 4 61st Kentucky Derby: Willie Saunders aboard Omaha wins in 2:05
- May 8 MLB Cincinnati Reds catcher Ernie Lombardi doubles in 6th, 7th, 8th & 9th in 15-4 victory over Phillies, in game one of a double header at Philadelphia's Baker Bowl
- May 11 60th Preakness: Willie Saunders aboard Omaha wins in 1:58.4
- May 14 Northamptonshire County Cricket Club gains (over Somerset at Taunton by 48 runs) what proved to be their last victory for 99 matches, a record in the County Championship. Their next Championship win was not until May 29, 1939.
- May 15 MLB Pittsburgh Pirates squeak past Phillies 20-5 at Philadelphia's Baker Bowl
- May 18 English batsman Harold Gimblett scores 123 in 80 minutes on his County Cricket debut for Somerset CCC vs Essex at Frome
- May 19 NFL adopts an annual college draft to begin in 1936
- May 24 1st major league night baseball game, in Cincinnati (Reds 2, Philadelphia 1)
The Greatest 45 Minutes in Sports
May 25 Legendary American athlete Jesse Owens equals or breaks 4 world records in 45 minutes at a Big Ten meet at Ferry Field in Ann Arbor, Michigan; remembered as "the greatest 45 minutes ever in sport"
- May 30 Indianapolis 500: Kelly Petillo accompanied by riding mechanic Jimmy Dunham win; Pete DePaolo becomes first to win race separately as a driver (1925) and owner
- May 30 Philadelphia pitcher Jim Bivin retires Babe Ruth on an infield grounder in "the Babe's" final MLB at-bat; Ruth plays just 1 inning in Boston Braves, 11-6 loss to Phillies at the Baker Bowl
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