Advanced oxidation processes are considered as a promising technology for the removal of persistent organic pollutants from industrial wastewaters. In particular, the heterogeneous electro-Fenton (HEF) process has several advantages such as allowing the working pH to be circumneutral or alkaline, recovering and reusing the catalyst and avoiding the release of iron in the environment as a secondary pollutant. Among different iron-containing catalysts, studies using clay-modified electrodes in HEF process are the focus in this review. Fe(III)/Fe(II) within the lattice of clay minerals can possibly serve as catalytic sites in HEF process. The description of the preparation and application of clay-modified electrodes in the degradation of model pollutants in HEF process is detailed in the review. The absence of mediators responsible for transferring electrons to structural Fe(III) and regenerating catalytic Fe(II) was considered as a milestone in the field. A comprehensive review of studies investigating the use of electron transfer mediators as well as the mechanism behind electron transfer from and to the clay mineral structure was assembled in order to uncover other milestones to be addressed in this study area.