Agent Melinda May is a S.H.I.E.L.D. ace pilot, weapons expert and martial artist. Her nickname is "the Cavalry". She initially spies on Coulson for Fury and is a close friend of Coulson's.

Though she was once a legend in the agency, she has since taken a more stoic and restrained approach to her work. Although she only lets people see her hardened exterior, she’s fiercely loyal to Coulson and believes in the goals of S.H.I.E.L.D. without question.