May's body was reportedly found in a bedroom of a private Vegas residence, according to TMZ. The news outlet reports that no efforts were made to revive him because he had already passed away when his body was found.
May performed at his comedy show Thursday night at Harrah's, then afterward went to a private residence and presumably went to sleep. His body was found in that bedroom somewhere around 1:00 p.m.
Paramedics arrived at the scene but he was not taken to a hospital. Instead, he was pronounced dead at 1:28 p.m.
The coroner has yet to release an official cause of death, but he reportedly died from cardiac arrest after battling pneumonia for six weeks.
An audience member from May's final show that Thursday night said fans involved in the meet and greet were required to line up and walk over to him, as he couldn't make the walk.
Despite May's glassy eyes and tired appearance, the audience member said May was "incredibly nice" to everyone who waited in line to meet him.
A photo from the night of his final show showed the state of May's deteriorating health, with him leaning against a wall as if catching his breath.
In September, May called into an Albuquerque radio show and told the DJs that he had been struggling with bronchitis, but still managed to perform at eight shows in six days. He described how he found it hard to walk without "sucking air."
In an official statement from May's family and friends, it was revealed that "Ralphie had been battling pneumonia and had cancelled a handful of dates over the last month in an effort to recover."
"We are heartbroken to announce the untimely death of our friend, Ralphie May," the statement read.
May left behind his wife, Lahna Turner, and children, April June May and August James May.