He was captured by the Mississippi Bureau of Investigation, U.S. Marshals and MDOC, according to WHBQ.
May and Dillion Williams, 27, stole a 2011 GMC pickup truck shortly after escaping.
The truck is now being processed.
Original report: David May, 42, and Dillion Williams, 27, were discovered missing from the Mississippi State Penitentiary at Parchman, also known as Parchman Farms, WHBQ reported.
May is serving life for two counts of aggravated assault in Harrison County.
Williams is serving 40 years for aggravated assault and burglary in Marshall County.
Parchman Farms is the only maximum-security prison for men in Mississippi.
If anyone sees these men or knows their whereabouts, they are asked to contact 662-745-6611 or their local law enforcement agency.
This information comes after MDOC has had all state, private and regional prisons on lockdown due to the recent violent outbreak in the prison system.
Five inmates have died over the last week at South Mississippi Correction Institution, Mississippi State Penitentiary at Parchman and Chickasaw County Regional Correctional Facility.
The prison at Parchman has been the main concern all week, according to WLOV-TV.
The names of the deceased inmates are Walter Gates, Roosevelt Holliman, Denorris Howell, Gregory Emary and Terrandance Dobbins, according to WLOV.
Three of the five were inmates in Mississippi State Penitentiary.
Commissioner Pelicia E. Hall told WHBQ that investigators have been working tirelessly and aggressively pursuing leads to determine what sparked the violence. The department has confirmed that some of the major disturbances are gang-related. The identities of the gangs or security threat groups will not be released to the public for security purposes, according to a news release.
“There is a lot of misinformation fanning the flames of fear in the community at large, especially on social media. Cellphones are contraband and have been instrumental in escalating the violence. I understand the public’s right and need to know,” Hall said. “But my department will not rush to release information for the sake of perpetuating rumors.
"Contrary to what is being said, we are providing information. There is a process to releasing accurate information and that takes time. The MDOC, private prison operators and sheriffs of the regionals are working together to make sure that facilities are as safe as possible because of the different housing structures. Not everyone is locked in a cell.”