According to the U.S. Census Bureau, the county has a total area of, of which is land and is water. Lake Arrowhead State Park, a development on Lake Arrowhead in Clay County, encompasses acres. The lakeshore extends 106 miles; the park offers bicycling, birding, boating, camping, canoeing, fishing, hiking, horseback riding, nature study, picnicking, swimming, and wildlife observation.
As of the census of 2000, there were 11,006 people, 4,323 households, and 3,181 families residing in the county. The population density was 10 people per square mile. There were 4,992 housing units at an average density of 4 per square mile. The racial makeup of the county was 95.35% White, 0.42% Black or African American, 1.03% Native American, 0.10% Asian, 0.01% Pacific Islander, 1.68% from other races, and 1.42% from two or more races. 3.67% of the population were Hispanic or Latino of any race. There were 4,323 households out of which 30.70% had children under the age of 18 living with them, 63.20% were married couplesliving together, 7.30% had a female householder with no husband present, and 26.40% were non-families. 23.50% of all households were made up of individuals and 11.80% had someone living alone who was 65 years of age or older. The average household size was 2.52 and the average family size was 2.98. In the county, the population was spread out with 24.90% under the age of 18, 6.80% from 18 to 24, 26.40% from 25 to 44, 25.90% from 45 to 64, and 16.10% who were 65 years of age or older. The median age was 40 years. For every 100 females, there were 94.00 males. For every 100 females age 18 and over, there were 93.10 males. The median income for a household in the county was $35,738, and the median income for a family was $41,514. Males had a median income of $28,914 versus $20,975 for females. The per capita income for the county was $16,361. About 8.10% of families and 10.30% of the population were below the poverty line, including 11.70% of those under age 18 and 11.00% of those age 65 or over.
Prior to 1996, Clay County was strongly Democratic in presidential elections. The only Republican Party candidates who managed to win the county from 1912 to 1992 were Herbert Hooverthanks to anti-Catholic sentiment towards Al Smith as well as Richard Nixon & Ronald Reagan in their 49-state landslides of 1972 & 1984, respectively. Since 1996, the county has swung hard to the supporting Republican Party similar to almost all white-majority rural counties in the Solid South, with its presidential candidates winning by increasing margins in each passing election. As a testament to how strongly Republican the county has swung, Donald Trump defeated Hillary Clinton by a margin of over 75 percent in 2016, compared to an only 7.4 percent margin Bob Dole won the county by 20 years prior at the start of its Republican trend.