After serving at the sieges of Forts Louis and Bourbon, and at the capture of St. Lucia, Clay returned home and purchased a company in the 105th Regiment of Foot, then raising at Leeds, in which, by priority of army service, he became senior captain, and in 1795 major, but the regiment being drafted into others soon after, he was placed on half-pay. In 1797-9 he served on the staff as brigade-major to Major-General Cornelius Cuyler at Brighton, and to Major-General Samuel Hulse at Lewes, and elsewhere in Kent and Sussex, and during the same period was detached for a time with the brigade of guards sent to Ireland in 1798. In 1800 a number of line regiments formed second battalions from the militia, the men being enlisted for two years or the continuance of the war, among them being the 54th Regiment of Foot, in which Clay was appointed major on 19 May 1800.