Local lad Stevie came through the Saints Youth Academy before signing his first professional contract with the Club in 2009. He made his first-team debut aged 16 in the final match of the 2008/09 campaign and scored, as then manager Derek McInnes masterminded the Club's return to the top-flight of Scottish football.

May had to wait another season for his next appearance, coming on as a substitute on 13 November 2010 against Hearts. His first start came on January 26th 2011 against Motherwell and he then scored two goals in 2–0 victory over Hamilton on February 1st 2011. In all he made 22 appearances in the 2010/11 season, scoring twice.

With first-team football proving hard to come by, May joined Alloa Athletic on-loan for the 2011/12 season. The striker netted 19 league goals in 22 matches and was named as the Third Division Player of the Season at the end of the campaign which saw Alloa promoted to the third-tier of Scottish football.

Stevie agreed a new one-year-deal to remain at Saints and was once again loaned out, this time to Hamilton Academical in the second-tier of Scottish football. Once again he was prolific, scoring 26 times in 35 appearances for Accies attracting attention from a number of clubs south of the border. Despite speculations, he agreed a new one-year-deal to stay in Perth and returned to the club ahead of the 2013/14 season.

A change in Manager at Saints provided Stevie with a chance to impress and new boss Tommy Wright showed faith in the young striker starting him against Rosenborg in the home leg of the Europa League qualifer against the Norwegian giants.

Saints went into the match with a 1-0 advantage after a huge victory in Trondheim the week before and Stevie May's equalising goal in the home leg helped secure one of the Club's most famous European victories. It would kickstart an incredible season for Saints and Stevie May himself, with the striker netting 27 times that campaign including a memorable double in the Scottish Cup Semi-Final victory over Aberdeen at Ibrox.

The Club went on to lift the Scottish Cup in May 2014 and the form of May did not go unnoticed. After playing and scoring in the 2014/15 Europa League qualifying matches against Luzern and Spartak Trnava, a summer of speculation finally ended on August 9th 2014 when the local hero departed Perth and signed for EFL Championship outfit Sheffield Wednesday.

Stevie signed a four-year-deal with Wednesday but would only spend one season at Hillsborough before joining another EFL Championship outfit, Preston North End, for an undisclosed fee in September 2015. Two months later, in a league fixture against Fulham, May suffered a serious knee ligament injury which ruled him out for the remainder of the 2015/16 season.

He made his first team return as a substitute against Brentford on February 11th 2017 and scored his first goal for Preston in a 1–1 draw with Rotherham United on April 29th 2017.

In the summer of 2017, Stevie returned north to Scotland to reunite with the man who gave him his professional debut aged 16. He signed for Derek McInnes's Aberdeen side in a deal thought to be around £300,000 on a four-year-deal.

He scored his first goal for the Dons in a 2-1 victory over Dundee but wasn't as prolific for the Pittodrie club as he was during his first spell in Scotland. Over two seasons he netted 8 times in 75 matches for Aberdeen and with new arrivals to the club in the summer of 2019 he found himself further down the pecking order for McInnes's men.

Linked with a return to Saints all summer, the deal appeared to be on and off a number of times before the local hero returned on August 29th 2019 on a two-year-deal. He made his second debut for Saints as a second half substitute in the 0-1 defeat to Kilmarnock.

Stevie has been capped eight times by Scotland at U21 and has a sole senior cap to his name, coming on as a substitute for Scotland against England in a friendly match in November 2014.

Stevie is currently on loan at Scottish Championship club Livingston.