May was the only Hong Kong Governor 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.[5] May used a car for daily transport from then onwards.