According to TMZ, May had been fighting pneumonia for weeks and died of cardiac arrest.
Comedian Ralphie May, best known for NBC's Last Comic Standing has died at the age 45. The night before, he performed a set at Harrah's Hotel and Casino. His manager, Judie Brown, confirmed his death to THR.
May came in second place on "Last Comic Standing" in 2003.
May's recent credits include appearances on Inside Amy Schumer and two 2015 Netflix comedy specials, Ralphie May: Unruly and Ralphie May:Imperfectly Yours.
"Woa. man. this sucks", Dane Cook tweeted Friday. "Condolences to his family and fans".
"I'm at a loss for words to hear about the passing of comedian Ralfie May", he tweeted.
May and his wife, Lahna Turner, separated in 2015 after 10 years of marriage. The couple have two children, April June May and and August James May.
He was then required to have monitored visitation with the children, something the documents claim made him become more "aggressive".