The property tycoon walked onstage for his victory speech to the rock classic, and blew up Queen and May's social media accounts.
"I've had an avalanche of complaints - some of which you can see in our 'Letters' page - about Donald Trump using our We Are The Champions track as his 'theme' song on USA TV," the guitarist wrote on his website. "This is not an official Queen statement, but I can confirm that permission to use the track was neither sought nor given.
"We are taking advice on what steps we can take to ensure this use does not continue. Regardless of our views on Mr. Trump's platform, it has always been against our policy to allow Queen music to be used as a political campaigning tool."
May isn't the first musician to get upset about Trump's campaign rally songs - in September (15), Michael Stipe lashed out at the Republican Party's new number one after his band R.E.M.'s hit It's the End of the World as We Know It (And I Feel Fine) was played at a rally.
"Go f**k yourselves, the lot of you - you sad, attention-grabbing, power-hungry little men..." Stipe snarled. "Do not use our music or my voice for your moronic charade of a campaign."
Trump will now face off with Democrat Hillary Clinton for America's top job at the U.S. general election in November (16). One of the two politicians will replace Barack Obama as President in January (17).