Clay County is a county in the U.S. state of Mississippi. As of the 2020 census, the population was 18,636. Its county seat is West Point. Its name is in honor of American statesman Henry Clay, member of the United States Senate from Kentucky and United States Secretary of State in the 19th century. J. Wesley Caradine, an African American, was the first state representative for Clay County after it was established in 1871.