Breeding Clay-colored Sparrows are found in patchy locations throughout New York State excluding Long Island and high elevations of the Catskills and Adirondacks. Migrants have been reported on Long Island in addition to breeding locations.

Breeding Clay-Colored Sparrows are found from southern MacKenzie and eastern British Columbia east to central Ontario south to eastern Washington, central Montana, southeastern Wyoming, eastern Colorado, western Kansas, southern Nebraska, northern Iowa, southern Wisconsin, central, southeastern Michigan (AOU 1983, Knapton 1994) and New York, excluding Long Island. Non-breeding Clay-colored Sparrows are found southern Baja California, northern mainland of Mexico, and central Texas south to Veracruz, Oaxaca, and Chiapas, in highlands. Casual to western Guatemala (AOU 1983, Knapton 1994).