
Clay County was settled primarily from migrants from the Upper Southern states of Kentucky, Tennessee, and Virginia. They quickly started cultivating crops similar to those in Middle Tennessee and Kentucky: hemp and tobacco. Clay was one of several counties settled mostly by Southerners to the north and south of the Missouri River. Given their culture and traditions, this area became known as Little Dixie. In 1860, enslaved persons made up 25% or more of the county's population.
The 1828 execution of Annice, a slave owned by Jeremiah Prior, was the first to occur in Clay County. She was also the first female slave executed in the state of Missouri.
Many members of the Church of Jesus Christ of Latter Day Saints found refuge in Clay County in November 1833 after they were driven from Jackson County, Missouri. In 1836, mobs and the Missouri State militia viciously drove the members of the church from the county. Leaders of this church, most notably Joseph Smith, were imprisoned for some months in Clay County in the jail at Liberty. In May 2012, the LDS Church built the Kansas City Missouri Temple six miles southwest of the Liberty Jail site at 7001 Searcy Creek Parkway in Kansas City, Missouri.
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