Clay County was created on December 31, 1858, from a section of Duval County. Its name is in honor of Henry Clay, a famous American statesman, member of the United States Senate from Kentucky, and United States Secretary of State in the 19th century.
Clay County was once a popular destination for tourists visiting from the northern states. The therapeutic, warm springs and mild climate were major draws for visitors. Steamboats brought them to various hotels in Green Cove Springs - the St. Elmo, Clarendon and the Oakland. President Grover Cleveland was the most prominent of such tourists; he had spring water shipped to the White House. Clay County's popularity among tourists peaked during the last three decades of the 19th century. It was later eclipsed by Henry Flagler's extension of the Florida East Coast Railway to points south such as Palm Beach and Miami.
The military has also played an important role in Clay County history. In 1939, Camp Blanding opened on Kingsley Lake in central Clay County. The Florida National Guard developed this complex. During World War II, it trained over 90,000 troops and became the fourth largest "city" in the state. In Green Cove Springs, Lee Field was a flight training center. After World War II, Lee Field became a base for the mothball fleet. Although Lee Field closed in the early 1960s, Camp Blanding continues to operate today. Clay County is also a popular choice of residence for military personnel stationed on bases in nearby Duval County (NAS Jacksonville, NS Mayport, and, before it closed, NAS Cecil Field).