| This minifigure has only appeared in video game(s)|
Although this article is about an official minifigure, it never existed in physical form or appeared in any official LEGO sets.
Melinda Qiaolian May worked as a Level 7 S.H.I.E.L.D. operative, nicknamed "The Cavalry". A veteran pilot and soldier with years of experience and a good friend of Phil Coulson, she withdrew from field duty after an incident in Manama, Bahrain, which left her mentally damaged. However, she returned to the field when S.H.I.E.L.D. Director Nick Fury asked to her to secretly assemble a team for Agent Coulson and to monitor his recovery process. She worked with the team on all their missions.
When the HYDRA Uprising began, her true role on the team, to be Nick Fury's eyes and ears on Coulson, was discovered, leading to a rift between her and the team. Feeling unwanted, she left, searching to find out the truth behind Coulson's resurrection. She found the truth and brought it back to Coulson, who regretted the way he had treated her and welcomed her back to the team. She helped the team stop John Garrett and went with the team to the Playground to help restart S.H.I.E.L.D., under newly promoted Director Coulson.
As Coulson's unofficial deputy, May helped Coulson in fighting the forces of HYDRA led by Daniel Whitehall and dealing with Coulson's growing obsession with the alien writing. After the Battle for the Kree City in which HYDRA was dealt a heavy blow and resulted in Skye gaining superhuman abilities, May helped them all to deal with the situation the best they could. When another S.H.I.E.L.D. faction led by Robert Gonzales emerged and occupied their base, May helped Coulson to escape, but later accepted a position on Gonzales' board. When the two factions united, May became a member of Coulson's council of advisors. '
- On the TV show, May was played by Ming-Na Wen who also voiced the title role in the animated film Mulan and Fennec Shand in The Mandalorian and Star Wars: The Bad Batch.