When applying for a bank card.

Aunt May and Peter went to the bank to go through the formalities, and the Octopus Fighter happened to rob the bank. Peter turned into Spider-Man and fought with him. The Octopus kidnapped Aunt May as a hostage, and Spider-Man rescued Aunt May. , before leaving, he said that we defeated him. Aunt Mei asked what you meant by 'we'. Spider-Man didn't answer and slipped away.

This detail coupled with the words of encouragement Aunt May said to Peter when they moved, it can be concluded that Aunt May knows that Peter is Spider-Man.