The 20-year-old striker has spent the past 18 months on loan to lower-division sides Alloa and Hamilton developing his skills.
But after grabbing the goal which knocked Rosenborg out of the Europa League, he opened his Scottish Premiership account as Saints kicked-off their top-flight campaign with a 1-0 win over administration-hit Hearts.
It was an impressive display from May as he linked up with striker partner Steven MacLean as well as going head to head with Jambos centre-halves Danny WIlson and Brad McKay.
But there was nothing the Gorgie men could do as he swept home the opener after 26 minutes to secure the points.
And Wright claims his early contribution to the goals for column has justified his faith in the young frontman.
The McDiarmid manager said: "We spoke to Stevie in the summer and told him he would get opportunities this season and that it would be down to him. He has taken his opportunities really well.
"Stevie is someone I rate very highly and I'm not surprised how quickly he has taken his chances. I saw him in training at the end of last season when he came back for 10 days after his spell at Hamilton had ended.
"I have seen other people score goals in the First Division and then do well in the SPL, so I had no real difficulty believing he could cope at this level."
There was concern that referee Steven MacLean might chalk off May's goal after linesman Graham McNeillie flagged for offside against David Wotherspoon but the senior official ruled the midfielder was not interfering with goalkeeper Jamie MacDonald's line of vision.
Hearts boss Gary Locke felt the official had got the goal call wrong but was not in a mood to argue.
"I saw the linesman had his flag up and I thought there was an offside," he said.
"Jamie MacDonald said a couple of St Johnstone players were in his eye-line and put him off. I'm obviously going to say I thought it was offside but I spoke to Stevie afterwards and he felt he got it right so I'm not going to complain."
The match was Hearts' first opportunity to chip away at the 15-point penalty handed to them after entering administration.
Barred from signing new players, the Gorgie outfit looked short on experience and quality but Locke tried his best to stay upbeat ahead of next Sunday's Edinburgh derby with Hibernian.
He said: "We wanted to eat into that 15 points quickly but one thing is for sure, we'll not feel sorry for ourselves. We have another cracking game next weekend and it's a game we will have to pick up points in."
The Jambos mustered just one shot on target - an attempt by Ryan Stevenson within the first three minutes - and Locke admitted his side were off the pace offensively.
"It was a frustrating day," he said. "We can certainly play better than that. It was one of those days. There wasn't a lot of quality and we lost a poor goal as well.
"We know we have to improve in the final third. I'm not going to stand here and make excuses but we need to take shots when we create openings."