Clay was a member of the Georgia House of Representatives from 1884 to 1887 and 1889 to 1890, and served as speaker pro tempore in 1886 to 1887 and 1889 to 1890. He was a member of the Georgia Senate from 1892 to 1894 and served as its president for his last two years in that body. In 1896 Clay was elected to the U.S. Senate and reelected twice (in 1902 and 1908).[1] As a U.S. senator, Clay served as chair of the Committee on Revolutionary Claims and as a member of the Committee on Woman Suffrage.
Clay died in Atlanta while in office in 1910 and was buried in the City Cemetery in Marietta. Joseph M. Terrell was appointed to fulfill the remainder of Clay's term.