Statistics Canada reports 512,600 people were receiving EI benefits that month, virtually unchanged from April.
The number of beneficiaries decreased slightly in Alberta, while it edged up in New Brunswick.
The number of initial and renewal claims was down in every province for a total of 223,800.
The agency reports that between May 2011 and May 2012 the number of people receiving regular EI benefits fell 13.6 per cent to 468,100.
Declines occurred in 124 of 143 large centres.
StatsCan had earlier reported that 7,700 jobs were created in Canada in May, which was down from a record high number of 140,000 created in March and April.