The Xbox 360 version was the clear frontrunner with 945,900 units sold, ahead of the PS3 edition in second place and Super Mario Galaxy 2 in third with 563,900.
The Xbox 360 version of UFC 2010: Undisputed placed fourth with 221,100 sales, one place ahead of the PS3 edition with 192,300 sales.
Red Dead Redemption has already topped US lifetime sales of its predecessor, 2004’s Red Dead Revolver.
May software sales were up four per cent year-on-year to $466.3 million, NPD said, which was lower than analysts previously forecast.
Alan Wake, Prince Of Persia, Blur, Shrek, Lost Planet 2, Skate 3 and Iron Man 2 each sold fewer than 200,000 units, according to Wedbush analyst Michael Pachter.
01. Red Dead Redemption (Take-Two, Xbox 360), 945,900
02. Red Dead Redemption (Take-Two, PS3), 567,100
03. Super Mario Galaxy 2 (Nintendo, Wii), 563,900
04. UFC 2010: Undisputed (THQ, Xbox 360), 221,100
05. UFC 2010: Undisputed (THQ, PS3), 192,300
06. Wii Fit Plus (Nintendo, Wii)
07. New Super Mario Bros. Wii (Nintendo, Wii)
08. Alan Wake (Microsoft, Xbox 360)
09. Pokemon SoulSilver Version (Nintendo, NDS)
10. Skate 3 (Electronic Arts, Xbox 360)