Determine the location. During the night time, both male and females can be found mating, but, during the day time, females are typically buried 2-5 centimeters in grassy areas so they can begin to lay eggs. Males may be found in leafy areas during the day.
Check for eggs. Females lay up to 50 eggs in a day, and these eggs look like tiny white balls. If you see a May beetle lying in the grass near a pile of white balls, then it's most likely a female, which can lay eggs for a few weeks at a time.
Examine how attracted to the light the beetle is. This may be difficult to gauge, but males tend to be more attracted to bright lights than females. Some male bugs may fly closer to or hover around light bulbs or street lights more so than females.
Observe the beetles during reproduction. May beetles often congregate and reproduce in large groups. During this process, the male beetle mounts the female, at which point you can determine which one is male and female.