The 21-year-old striker joined the Championship club this summer after scoring 27 goals for St Johnstone last season.
May, who is a Scotland Under-21 international, hopes that he will make the step up to the senior squad in the future.
"Of course anyone would say you'd rather be with the full national squad, but there are a lot of top international strikers in the full squad," May told Wednesday's official website.
"Playing at the highest level possible is a personal goal of mine. That's why I made the move this summer to do that.
"If that comes with an international call-up down the line, then that's great."
May has netted once in five appearances for Wednesday so far this term.