Critical response
The film received favorable reviews from critics. On the review aggregator website Rotten Tomatoes, 70% of 70 critics' reviews are positive, with an average rating of 5.4/10. The website's consensus reads: "Above average slasher flick." Metacritic, which uses a weighted average, assigned the film a score of 58 out of 100, based on 18 critics, indicating "mixed or average" reviews.
Some critics praised the film for its unique atmosphere while also complimenting its brutality through the eyes of someone who is so caught up in their own fantasy world. Bettis' performance was also praised. Roger Ebert granted the film four stars out of four, and called it "a horror film and something more and deeper, something disturbing and oddly moving" and characterized the denouement as "a final shot that would get laughs in another kind of film, but May earns the right to it, and it works, and we understand it". Variety magazine critic David Rooney turned in a review that was more middle of the road, stating that the film was "More successful when the title character finally embarks on her bloody mission than in the dawdling buildup".
The New York Times critic Stephen Holden opined that "the performances are a cut or two above what you would find in the average slasher film. But in the end that's all it is". Scott Brown of Entertainment Weekly awarded the film a B− rating, noting that "though ultimately too waterlogged with student-film self-seriousness to revel fully in its low-rent joie de cleaver, [it] nevertheless taps into a furious atavistic energy that reflects well on the filmmaker and his fully committed cast."
Writing for the Chicago Tribune, Robert K. Elder praised the film as "a refreshing, macabre tale." Kevin Thomas of the Los Angeles Times compared the film's tone to the works of Dario Argento, also praising it for its subversive humor and noting both McKee's direction and Bettis's performance as "rigorous and imaginative." The Austin Chronicle's Marjorie Baumgarten awarded the film a three out of five-star rating, writing that it "comes loaded in a nice psychological package that makes the title character’s madness a logical outcome of her perverse upbringing and extreme social isolation."
Kim Morgan of The Oregonian gave the film a C+ rating, noting: "On paper, it sounds like the start of a good film. Too bad McKee made such a lackluster thing of it. Though the horror comes from an interesting place, it's frequently forced, negating much of the humor and pathos the film attempts to instill."
In 2006, the Chicago Film Critics Association named May the 61st-scariest film ever made.
Bloody Disgusting ranked the film number 17 in their list of the "Top 20 Horror Films of the Decade", with the article calling the film "criminally under-seen at the time of its release... The plotting itself manages to sidestep the usual slasher tropes as it slowly and inexorably unravels, all leading up to a quietly haunting conclusion that is as heart-wrenching as it is unnerving." Albert Nowicki included the film on his list of "best Halloween movies of all time" for Prime Movies. It was also praised by Robert Englund.
