An organization dedicated to "saving our yesterdays for tomorrow", The Clay County Historical Society was initiated in 1972 to draw together those interested in preserving Clay County history. The purpose of the Clay County Historical Society is to collect, preserve, and interpret artifacts of social and historic importance relating specifically to Clay County.

In 1979 plans were set into motion for the building of a historical museum in which to exhibit and protect the county's artifacts and archival materials. The dream of building a fine museum was at last realized and on May 25, 1980 the Clay County Museum opened its doors to the public. The museum is located on the site of the original KMMJ radio station in Clay Center, Nebraska at 316 W. Glenvil St.

Besides offering a number of rotating exhibits, the museum annually hosts a Quilt Show, the Old Trusty Antique Engine and Collectors Show, and a Candlelight Christmas at the Museum. The Society's publication, Historical News, explores people, places and events in Clay County's history.