Her Serene Highness Princess May of Teck was born on January 23, 1906 at Claremont House in Surrey, England. Her parents were His Serene Highness Prince Alexander of Teck and Her Royal Highness Princess Alice of Albany. As such, Princess May was a great grand-daughter of Queen Victoria

In 1917, George V relinquished the right of members of the Royal Family to use Germanic titles, and restricted the use of the titles of Prince and Princess to children and grandchildren of the sovereign and their spouses. As such Prince Alexander relinquished his HSH prefix and Prince of Teck title to become the Earl of Athlone. Princess May was restyled Lady May Cambridge. Her mother retained her title as a grandchild of Queen Victoria.

Lady May Cambridge married Henry Abel Smith on October 24, 1931 and had three children. May did not carry out any royal duties, although she did attend some major royal events such as the coronation of Queen Elizabeth II and the wedding of Charles, Prince of Wales and Lady Diana Spencer.

Lady May Cambridge died on the 29 May, 1994, one year after her husband. They are both burried at Frogmore Burial Ground at Windsor Castle. Her funeral was attended by members of the Royal Family.