The agency says the number of beneficiaries in May was down 7.4 per cent compared with a year earlier.
The number of beneficiaries decreased in most provinces in May.
There was little change in Newfoundland and Labrador, Saskatchewan and Alberta.
People seeking EI benefits must first file a claim and the number of claims provides an indication of the number of people who could become beneficiaries.
The number of initial and renewal claims was down by 1.7 per cent in May to 225,200.