The 27-year-old had traveled to the desert with friends to fire guns when the star directed the gun at himself, TMZ confirms.
He was rushed to hospital and died the following day.
There were no drugs or alcohol in his system at the time, though it has been reported that Clay had a history of mental illness.
Clay rose to fame by appearing in Newport Harbour: The Real Orange County, the spin-off of popular MTV show Laguna Beach for two seasons in 2007 and 2008.
The show also spawned the hit spin-off, The Hills.
Thoughts are with his friends and family.
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