Attended Transylvania University then transferred as a sophomore to Yale where he graduated. Graduated from Harvard Law School in 1861. Green Clay married Janie Rhodes. He served a year abroad as Secretary to United States Minister to Russia, his uncle, the Honorable Cassius Marcellus Clay. Served as Colonel in the US Army, 3rd Kentucky Cavalry from 1862 to 1865.
His father Brutus Junius Clay and his uncle Cassius Marcellus Clay were sons of General Green Clay and Sally Lewis Clay of White Hall, Madison County, Kentucky.