Despite that for Clayton who is the third Challenger, he loved the experience of playing in front of a home crowd and said it was better than the World Championship.
He also spoke about potentially gaining more opportunities like this and also about potentially quitting his day job.
"Great experience but obviously the darts didn't go where they were supposed to go. To be fair to Michael (Smith), he was phenomenal," said Clayton to LiveDarts.
"I felt comfortable, at the end of the day the way he was finishing I couldn't handle that. My first experience, I'd like more but I've got to prove that I can do it."
"It's big decisions, I can't sit down and decide what to do. My mind's everywhere."
"The Ally Pally's good but that was second to none. It was brilliant."