"Whether it was in the Welsh Cup or the league everybody was up for this derby, even the tea lady, it's a massive game," said May. "You have to embrace the whole thing as a manager, a player and as a club. These are very special games.
"I just cannot understand anybody who even tries to play this game down.
"This is almost a fixture for the fans, it's a supporters' game and managers and players should respect that."
Neither club has ever done the league double over the other.
"You would not want that around your neck," said May.
"You can win titles and get promoted, but all the fans talk about is the derby games and I hope Jones realises the feeling of the Cardiff supporters.
"He'll certainly take some stick if that happens on Sunday.
"Yes you will only get three points for a win, but for 90 minutes the supporters want to send out a message that their club is the best in Wales.
"Jones must understand the emotion and passion down here for these games.
"They say there is no such thing as a friendly and I remember during my time at Cardiff even a reserve game or a friendly against Swansea was one you hated to lose"