This one isn't as cut-and-dried as I'd like it to be, but I think there's enough circumstantial evidence for it to count.
In 2013, Marvel debuted Agents of SHIELD, a show that followed a small team of SHIELD agents led by Agent Coulson. Like Agent Coulson, the rest of the team were original to the MCU. They consisted of Melinda May, Grant Ward, Liam Fitz, Jemma Simmons, and Skye. Skye turned out to be a pre-existing character later on, and the rest made their way into the comics eventually. You can read more about all of that and some other canon immigrants from the show here.
Over the course of the first season, we learn that May is nicknamed The Cavalry, but stories differ on where the name comes from. We know it happened in Bahrain, and we get hints here and there about what went down, but we don't learn the full story until the season 2 episode "Melinda" (April 2015), where we discover she had to kill a child Inhuman named Katya Belyakov to save the people Katya was mind controlling.
2015 was SHIELD's 50th anniversary, and Marvel commemorated that by releasing a series of SHIELD one-shots as well as a new SHIELD ongoing series. To be honest, this was all pretty much an excuse to introduce MCU elements into the comics. The series uses the tv characters, and the one-shots are based on SHIELD members that are prominent in the MCU, as you can see below. But we're here to talk about May.
In The Cavalry: SHIELD 50th Anniversary Special #1 (September 2015), we see May training some new cadets. We also get flashes of her backstory, particularly this one:
Now here's the thing. The issue never says this is Katya Belyakov. It never says she's an Inhuman. It never says it happens in Bahrain. But I think "Cavalry + little girl + similar positioning" is enough to say that's what they were going for. There are other shout-outs to the show as well (an aircraft is named the Tancharoen Hawk after the showrunners, and a character sings a song from Mulan, who was voiced by Ming-Na Wen, who plays May), so I don't think they're trying to shy away from the inspiration for this issue.