When the Mexican–American War threatened, Clay raised a regiment, the 2nd Kentucky Volunteers.
He was commissioned a lieutenant colonel and led his regiment in support of Zachary Taylor's invasion force in 1846.

Clay was killed in action while leading a charge of his regiment in the Battle of Buena Vista on February 23, 1847.
His body was transported to Kentucky and interred in Frankfort Cemetery in Frankfort.
When the Mexican–American War threatened, Clay raised a regiment, the 2nd Kentucky Volunteers. He was commissioned a lieutenant colonel and led his regiment in support of Zachary Taylor's invasion force in 1846.
Clay was killed in action while leading a charge of his regiment in the Battle of Buena Vista on February 23, 1847. His body was transported to Kentucky and interred in Frankfort Cemetery in Frankfort.
Henry Clay Jr.