Traveling from Paris to Naples in May and would like to know which is less expensive and better way to travel, by train or air?

I would check EasyJet. It is a bit late for the best fares, but much faster than a train, which will take a significant time chunk out of your trip. If you are able to get a good fare on EasyJet, the prices will be close.

It's not clear whether you are trying to get to Rome (post title) or to Naples (your actual question), but either way, I would recommend EasyJet. The train trip is long, and even if you get an overnighter, do not expect to sleep well. If you "splurge" on a nicer sleeper, you still won't sleep as well as in a hotel bed and your price increases significantly. Depending on your travel date and time flexibility, in May, you can get EJ tickets to Rome for as low as E37 per person or Naples for E46. Either will get you to your destination in about 2 hours.

Thank you so much! I checked with EasyJet and it is much cheaper and faster. That is definitely the way we are going to go from Paris to Naples

You're very welcome. Happy to help!