May played centre back and right back, most recognized for his time at Blackburn Rovers and Manchester United. May began his career at Blackburn Rovers as a trainee before graduating to first-team in the 1988-89 season and helping the team win promotion to the Premier League in 1992. May moved to Manchester United in July 1994, where he quickly established himself as a regular, making the starting line-up for the both the 1996 and 1999 FA Cup Finals.