J. Wesley Caradine, an African American, was the first state representative for Clay County after it was established in 1871.

[7] As of the 2020 United States Census, there were 18,636 people, 7,618 households, and 4,841 families residing in the county.

According to the census[15] of 2000, the largest ancestry groups in Clay County were African 56.3%, English 35% and Scots-Irish 4.5%.

25.50% of all households were made up of individuals, and 11.00% had someone living alone who was 65 years of age or older.

Clay County has a sheriff law enforcement system.

Clay County is within the service area of the East Mississippi Community College system.