Gouvernement Mogiljow
May-Mayevsky was born in 1867 to a family of minor gentry in the Mogilev Governorate, now part of Belarus. He entered military service in 1885, graduating from the Nikolaev Engineering Institute in 1888, now Military engineering-technical university (Russian ), serving as a lieutenant with the elite Izmaylovsky Regiment. He later attended the Nikolaev Military Academy in 1896, and was promoted to a captain of the Life Guards.