As of May 2016, which is the only industrialised country of the world that did not ratify the Kyoto…

The correct choice is: “United States”

The Kyoto Protocol (adopted 1997, in force 2005) set binding greenhouse-gas reduction targets for industrialised (Annex I) countries. The United States signed it in 1998, but the Clinton administration never submitted it to the Senate for ratification, and in 2001 the Bush administration announced that the US would not ratify it. The US therefore remained the only major industrialised country that never ratified the Protocol.

Russia ratified in 2004 (which allowed the Protocol to enter into force), and Japan and France (with the rest of the EU) ratified in 2002. Canada ratified but later withdrew in 2011, which is different from never ratifying.