The rock legend kick-started a “clean boot” Boxing Day hunt in Swansea – which saw around a dozen on horseback and a team of hounds try to catch a group of runners.
Organisers hope it will bring hunters and animal rights campaigners together.
May said: “It’s the future of hunting in this country.”
The Three Counties Bloodhounds Annual Boxing Day got under way in Wind Street just after 11:00 GMT.
Since fox hunting was outlawed in 2004, pursuit of live animals has been replaced by trail hunting, which sees hounds and riders follow a pre-laid scent such as fox urine.
However, a so-called clean boot hunt does not involve any animal scents at all – with bloodhounds tracking humans instead.
May said: “If you talk to the people who take part in the ride, they will tell you it’s a tougher ride, but also there is no cruelty whatsoever.
“There’s no fox torn to shreds and the people who get caught just get licked by a group of dogs.”
Animal rights campaigner May, who founded the Save Me Trust, was invited along to the event by hunt organiser Byron John.
The rock star and the Carmarthenshire farmer struck up an unlikely friendship after May attended a similar hunt in Swansea three years ago.
May paid tribute to Mr John for organising the event – which was the first one since the death of the 53-year-old’s son Bradley.
“Byron is a very brave man in many ways,” he said.
“He’s had criticism from animal rights groups, who have misunderstood what he has been trying to do, as well as within the hunting community,”
Mr John said: “We’ve been doing this for five years now and found it has worked for us.
“There’s been some criticism in the past, but I think both sides of the argument need to come together to break down the hostility.
“We (the hunting community) have to look at ways keep the sport up to date while maintaining the tradition.”