May was the only Governor of Hong Kong to be the target of an assassination attempt. He was fired upon near the General Post Office as he rode in a sedan chair after arriving from Fiji in July 1912. May was not injured; the bullet lodged in the sedan of his wife. The gunman, Li Hung-hung, had a grudge against May. Several years before, this former Police Superintendent had imprisoned Li's father, an undesirable mainland immigrant. May used a car for daily transport from then onwards.