WordReference Random House Learner's Dictionary of American English © 2017
may•fly /ˈmeɪˌflaɪ/USA pronunciation   n. [countable], pl.  -flies. 
  1. Insectsan insect with large clear wings and a threadlike tail.

WordReference Random House Unabridged Dictionary of American English © 2017
may•fly  (māflī′),USA pronunciation n., pl.  -flies. 
  1. InsectsAlso called  shadfly. any insect of the order Ephemeroptera, having delicate, membranous wings with the front pair much larger than the rear and having an aquatic larval stage and a terrestrial adult stage usually lasting less than two days.
  2. Also,  May fly′. [Angling.]an artificial fly made to resemble this insect.
  • May + fly2 1645–55

Collins Concise English Dictionary © HarperCollins Publishers::

mayfly /ˈmeɪˌflaɪ/ n ( pl -flies)
  1. Also called: dayfly any insect of the order Ephemeroptera (or Ephemerida). The short-lived adults, found near water, have long tail appendages and large transparent wings; the larvae are aquatic

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