May-day was a chestnut filly bred near Brandon in Suffolk by her owner Robert Wilson, 9th Baron Berners.
She was sired by Wilson's own stallion Lamplighter, a successful racehorse who won the Craven Stakes, The Whip and several King's Plates at Newmarket.
[5] The Lamplighter filly made her first appearance as a three-year-old in the twenty-first running of the 1000 Guineas Stakes at Newmarket on 1 May (May Day) 1834.
[6] Four weeks after her win at Newmarket, May-day was moved up in distance to contest the Oaks over one and a half miles at Epsom.
May-day, ridden by Frank Boyce was restrained by her jockey until the straight where she moved up on the outside and had "the appearance of a winner"[9] when she fell heavily approaching the final furlong.