Mayflies (also know as shadflies in Canada) are aquatic insects belonging to the order Ephemeroptera. You can mostly see them in May (thats why the are called Mayflies). This order is a part of an ancient group of insects called Palaeoptera, which also contains dragonflies and damselflies. Over 3,000 species of mayflies are know worldwide, grouped into over 400 genera in 42 families. Mayflies are relatively primitive insects and exhibit a number of ancestral traits. Mayflies hatch (emerge as adults) from spring to autumn, not necessarily in May.