Clay Morrow dies in Sons of Anarchy in Season 6. He is executed by Jax Teller, who shoots him in the neck and multiple times in the chest after the club votes unanimously to kill him due to his betrayals and threats to the club's future. This killing is part of a plan to make it look like Clay died in a shootout with the Irish Kings, thus protecting the club's interests and securing Jax's leadership.
Clay had been stripped of his presidency and excommunicated from the club at the end of Season 4 but remained alive through Season 5 and into Season 6 due to the storyline involving the IRA arms deal. Ultimately, his death in Season 6 symbolizes Jax finally taking full control of SAMCRO.
Clay's death occurs off-screen during a transport truck attack arranged by the club, and then Jax personally kills him afterward in a significant and climactic moment in the series.