- May 2 141st Kentucky Derby: American Pharoah ridden by Victor Espinoza wins
Boxing Title Fight
May 2 Floyd Mayweather Jr. beats Manny Pacquiao on points in 12 rounds in world welterweight unification fight, shatters all financial records for a boxing match
- May 2 Toulon win the 2015 European Rugby Champions Cup final at Twickenham
- May 3 Chelsea wins the 2014–15 English football Premier League
Sports History
May 4 Golden State Warrior Stephen Curry is named MVP for the 2014-15 NBA season
- May 4 World Snooker Championship, Crucible Theatre, Sheffield: Stuart Bingham beats fellow Englishman Shaun Murphy, 18-15 for his lone world title
PGA Players Championship
May 10 PGA Players Championship, TPC at Sawgrass: Rickie Fowler wins beating Kevin Kisner and Sergio García by 1 stroke in a playoff
- May 16 140th Preakness: Victor Espinoza aboard American Pharoah wins in 1:58.46
- May 17 The Tradition Senior Men's Golf, Shoal Creek G&CC: Jeff Maggert wins first of 2 consecutive Champions Tour majors with par on 1st playoff hole against Kevin Sutherland
- May 20 NASCAR 2016 Hall of Fame inductees: Bobby Isaac, Terry Labonte and Jerry Cook
- May 22 Pakistan begin the first test-playing nation cricket tour of Zimbabwe since 2009
- May 24 Indianapolis 500: 2000 champion Juan Pablo Montoya of Columbia sets record for most years between two victories in the race - fifteen years
- May 24 IPL Cricket Final, Eden Gardens, Kolkata: Mumbai Indians beat Chennai Super Kings by 41 runs; Lendl Simmons top scores, 68 (45)
Senior PGA Championship
May 24 Senior PGA Championship, French Lick Resort: Defending champion Colin Montgomerie of Scotland wins by 4 strokes from Mexican Esteban Toledo
- May 26 Cleveland Cavaliers win the NBA Eastern Conference
- May 27 Golden State Warriors win the NBA Western Conference
- May 29 NHL Eastern Conference Finals: Tampa Bay Lightning beat New York Rangers, 4 games to 3
- May 30 Alistair Cook becomes the leading run scorer of all time in test cricket for England
- May 30 English FA Cup Final, Wembley Stadium, London (89,283): Arsenal beats Aston Villa, 4-0; Gunners' 12th title
- May 30 NHL Western Conference Finals: Chicago Blackhawks beat Anaheim Ducks, 4 games to 3
- May 31 Harriette Thompson aged 92 and 65 days becomes the oldest woman to complete a marathon (Suja Rock ’n’ Roll Marathon in San Diego)