During
World War I, anti-German feeling in the United Kingdom led Princess May's uncle,
King George V, to change the name of the royal house from the Germanic
House of Saxe-Coburg-Gotha to the more English-sounding
House of Windsor. The King also renounced all his Germanic titles for himself and all members of the British Royal Family who were British subjects.
In response to this, May's father, Prince Alexander, renounced his title of a Prince of Teck in the Kingdom of Württemberg and the style
His Serene Highness. Alexander, along with his brother,
Prince Adolphus of Teck, adopted the name
Cambridge, after their grandfather,
Prince Adolphus, Duke of Cambridge.
A few days later, the King created Alexander
Earl of Athlone and Viscount Trematon. Alexander was now styled The Right Honourable The Earl of Athlone. His daughter was now styled Lady May Cambridge, and his surviving son adopted the courtesy title of Viscount Trematon. Alexander's wife, Alice, retained her title of a
British princess with the style
Her Royal Highness and became known as Princess Alice, Countess of Athlone.