Although from a musical family, for 16 years Clay made his living as a civil servant in HM Treasury, composing in his spare time, until a legacy in 1873 enabled him to become a full-time composer. He had his first big stage success with "Ages Ago" (1869), a short comic opera with a libretto by W. S. Gilbert, for the small Gallery of Illustration; it ran well and was repeatedly revived. Clay, a great friend of his fellow composer Arthur Sullivan, introduced the latter to Gilbert, leading to the Gilbert and Sullivan partnership.