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The news, which has yet to be confirmed by the club, was broken by the Millwall Independent Supporters Association this morning after weeks of speculation about the player.
May had been the subject of a transfer bid from Shrewsbury Town but the striker, who scored in The Lions FA Cup win over Walsall on Tuesday, rejected the move in the hope that a Championship club -namely Scunthorpe United - came in for him.
Manager Kenny Jackett had gone record on Wednesday stating that he was willing to give the player a fair crack at the whip at The Den but increasing speculation and rumoured bid of £100,000 from Brentford seems to have brought matters to a head.
More to follow...