Clay Murray was raised in Hattiesburg, Mississippi and started training at the age of 12 at On Your Toes Dance Studio doing jazz and contemporary whilst also training at South Mississippi Ballet Theatre. Clay has trained professionally with Houston Ballet and Pacific Northwest Ballet. He has danced professionally with companies such as the Boston Ballet, Los Angeles Ballet, and currently dances with Ballet RI. Clay has danced in numerous works and featured roles by George Balanchine, William Forsythe, Azure Barton, Alejandro Cerrudo, Yury Yanowsky, and Marius Petipa.