Brad May was drafted by the Buffalo Sabres, 14th overall, in the first round of the 1990 NHL Entry Draft. May is famous for scoring a series clinching goal in the 1993 Adams Division semi-finals against the Boston Bruins in game four by deking-out Boston defenseman Ray Bourque, which is when broadcaster Rick Jeanneret made the famous "May Day!" call.

May was traded by the Sabres to the Vancouver Canucks for forward Geoff Sanderson on February 5, 1998.

On August 20, 2005, May signed with the Colorado Avalanche as an unrestricted free agent for two years. He was later traded on February 27, 2007 to the Anaheim Ducks for goaltender Michael Wall. The Ducks went on to win the Stanley Cup that year, and May would have his name engraved on the Cup for the first time in his career.

It was also with the Ducks that May would play his 900th career NHL game. During that game, he scored his 125th career goal as the Ducks beat the Los Angeles Kings that night.

May was selected to ride on Anaheim city's float at the 2008 Rose Bowl Parade to accompany the Cup. (As the regulations state that the outside of the float must exclusively use organic material, ABC commentators speculated that the city got an exception to display the Cup.)

On January 7, 2009, May was traded to the Toronto Maple Leafs in exchange for a conditional 6th round draft pick in 2010.

May played his 1,000th game on April 8, 2009. It was no coincidence that the milestone came against the Buffalo Sabres, as he sat out the previous game.

On September 23, 2009, May was invited to try out for the Detroit Red Wings, reuniting temporarily with former Vancouver teammates Todd Bertuzzi and Dan Cloutier. May made his Red Wings debut on September 25, 2009.

On October 8, 2009, the Detroit Red Wings announced the signing of May to a 1-year contract.