The loss follows a plunge of 19.6 million in April, the worst in the survey’s history.
Job losses were especially deep in large businesses, which reported a decline of more than 1.6 million.
Manufacturing took one of the biggest hits as the sector lost 719,000 workers.
The report precedes the Labor Department report due on Friday. Economists expect that Friday’s figure, which includes government workers, will show a decline of 8.33 million that would push the unemployment rate up to 19.5% from April’s 14.7%.