May Frayn, together with her sisters April and July, is the daughter of Donald Frayn, a world renowned expert of art. After the death of the mother and the second marriage of their father with the womand that would become the mother of July, April and May are sent to a boarding school, only to be called home, now teenagers, by their newly widowed father, who wants to turn them into thieves, in order to steal artworks from private collections and deliver them to museums, so that anyone can enjoy art. May and April are engaged in the physical recovery of the works, while July takes care of the electronic devices used in missions. July has nanoids in his blood, that allow her to easily interact with every technological artifact.
During one of their missions (Speciale Nathan Never #3) the Frayn sisters face Agenzia Alfa, charged with protecting the picture that the three thieves were stealing. In order to monitor the agents with whom they would clash, April approaches Nathan Never, while May approaches Legs Weaver. The result is an intimate friendship, and even something more, between the thieves and their hunters. When the Alfa Agents capture the thieves, they are forced to work together to retrieve another stolen artwork. The collaboration produces good results, so Reiser, the director of Alfa agency, offers a job to the Frayn sister. May and April accept, while July refuses, choosing to continue working with her father.
As for other Bonelli characters, The origin of the Frayn sisters is an explicit homage to the Cat's Eye manga, whose main characters resemble them even physically.
Though usually depicted as a very beautiful and sexy woman, May is a very skilled combatant and weapon user, and has helped her colleagues in many occasions. Anyway she is most notable for her exuberant personality, her intense emotional life and her bisexual attitude. During her career in Agenzia Alfa she had many love affairs, but two are her most long-standing relationships: the first was with Legs Weaver, with whom she lived for eleven years. More recently she engaged in a relationship with her colleague Branko, a mutate, and the two also adopted a child, the young girl Kay, also a mutate.