United have so far failed with two offers for the former Arsenal captain.
May told Sky Sports News Radio: "When good players are there it's right that United should go for them. I wouldn't say that they're desperate; Barcelona are holding on to him, and rightly so because he is a good player.
"I think it's down to Cesc at the end of the day. If he feels he's not going to get in front of Xavi and (Andrés) Iniesta then the move to United would be perfect for him."