The county seat is Vermillion, which is also home to the University of South Dakota. Clay County is the only county in the Vermillion Micropolitan Statistical Area.
As of the census of 2000, there were 13,537 people, 4,878 households, and 2,721 families residing in the county. The population density was 33 people per square mile (13/km²). There were 5,438 housing units at an average density of 13 per square mile (5/km²).
There were 4,878 households out of which 28.00% had children under the age of 18 living with them, 45.00% were married couples living together, 8.10% had a female householder with no husband present, and 44.20% were non-families. 31.00% of all households were made up of individuals and 8.00% had someone living alone who was 65 years of age or older. The average household size was 2.32 and the average family size was 2.93.
In the county, the population was spread out with 18.80% under the age of 18, 31.50% from 18 to 24, 23.80% from 25 to 44, 15.80% from 45 to 64, and 10.10% who were 65 years of age or older. The median age was 25 years. For every 100 females there were 94.30 males. For every 100 females age 18 and over, there were 92.50 males.
The racial makeup of the county was 92.78% White, 1.00% Black or African American, 2.66% Native American, 1.95% Asian, 0.01% Pacific Islander, 0.29% from other races, and 1.31% from two or more races. 0.89% of the population were Hispanic or Latino of any race. 32.0% were of German, 15.6% Norwegian, 9.9% Irish and 5.4% English ancestry.