May Bradford was born May 11, 1879 in Missouri. Her parents named her Cora May, but she almost always went by the name May. Growing up, she lived in mining camps in New Mexico, Colorado, and Oregon, where her father worked. She graduated from high school in Carthage, Missouri. She attended Stanford and studied art and mathematics, earning her degree in 1902. She then taught high school for one year in Seattle, Washington to earn the money to go to Paris and study art and was able to spend the next year in Paris.