In 1086, when the Domesday Survey was compiled, Claygate was held by the abbey and convent of Westminster. It continued in the same ownership until the abbey was dissolved by Henry VIII in the late 1530s. The name almost certainly derives from the fact that Claygate is situated on clay.

Edward VI granted Claygate to John Child in 1553 but he soon sold it to David Vincent. Vincent died in 1565 and the manor passed to his son, Thomas. By 1613 the manor was in the hands of the Evelyn family until it was sold to Lord King sometime before 1721. It then descended through the same family to the Earl of Lovelace, who in the late 19th century was one of Surrey's biggest landowners. His seat was at Horsley Towers in East Horsley.

Claygate was formerly part of the parish of Thames Ditton but the church of Holy Trinity was built at Claygate in 1840 and the village became a separate parish a year later. The church was extended in 1860 to cope with the increasing population.

Claygate was well known for its brick and tile works. Here sandy clay deposits called Claygate Beds, forming part of the London Clay, produced particularly fine soft red bricks, which proved ideal for decorative fireplaces. These were popular from the 1920s through to the 1950s and Claygate fireplaces were sold throughout Britain and beyond.

The railway, known as the 'New Guildford Line', was constructed through Claygate during the 1880s and the station opened here in 1885. Soon Claygate began to develop as a popular residential area for those commuting to London.