May in Thunder Bay is the rainiest month of the year. In May, the weather in Thunder Bay is typically warm. Average daily high temperature in May is about 10 degrees above zero. On average, Thunder Bay has 11 rainy, 8 partly cloudy, 6 sunny, and 6 cloudy days in May. The rains are usually moderate. May as well as January, February, April, and October is considered the most uncomfortable time to visit Thunder Bay.