Kentucky's unemployment rate in May was 8.2%, according to the state.
The rate was down from 8.3% in April.
It's the tenth consecutive month the rate has gone down.
Economist Manoj Shanker said it's the first time since 2004 that Kentucky unemployment has been equal to or better than the national jobless rate.
Kentucky's leisure and hospitality job sector had the biggest increase in May, adding 2,600 positions.