A statement posted on May's social media pages said the comic had battled pneumonia for the last few weeks.
TMZ revealed Last Comic Standing comedian Ralphie May has died at the age of 45.
He had performed Thursday night at Harrah's in Vegas.
The comedian had two stand-up special on Netflix in 2015 and appeared on an episode of "Inside Amy Schumer" on Comedy Central past year.
He was then required to have monitored visitation with the children, something the documents claim made him become more "aggressive".
The split led to a bitter custody battle over their two kids, April June May and August James May.
Ralphie also put out several comedy albums throughout the years. The comedian went on to record multiple comedy specials for Comedy Central and Netflix, including The Girl of a Nation.