Clay county is in the Eastern Coal Field region of Kentucky. The elevation in the county ranges from 690 to 2235 feet above sea level.
It was formed in 1807 from Floyd, Knox, and Madison counties. Clay county was a source of Perry (1821), Laurel (1826), Breathitt (1839), Owsley (1843), Jackson (1858), and Leslie (1878) counties. The county seat is Manchester.
In 2010 the county population was 21,730 in a land area of 469.25 square miles, an average of 46.3 people per square mile.
The equine population was 600 in the 2012 Kentucky Equine Survey.
Clay county was named for General Green Clay.
Much of Clay county lies within the Daniel Boone National Forest.