[1] The county seat is Vermillion,[2] which is also home to the University of South Dakota.

The future Clay County area was opened for legal settlement in 1859.

In Autumn 1859, Ahira A. Partridge (who would become the first elected sheriff of the county) crossed the Missouri river into the Dakota territory, and became the first white man to settle, on 160 acres of land that now underlies Vermillion.

The Missouri River flows southeast along the south boundary line of Clay County.

Smaller drainages move water from the western county areas into the river.

In terms of ancestry, 43.9% were German, 16.4% were Norwegian, 15.8% were Irish, 8.7% were English, 5.4% were Swedish, and 1.8% were American.

[14] Largely due to the presence of the University of South Dakota, Clay County has consistently voted for Democratic Party candidates for president from 1988 onward, frequently by double digit margins.

In 2000, 2016, 2020, and 2024, it was the only county in the Dakotas without a Native American majority to vote Democratic for president.