Yes - they don't like limey soils, so as long as your soil isn't alkaline, its being clay won't be a problem.

Though you might want to add some good organic matter or even grit to open the clay up a bit as this shrub doesn't like sitting with its feet in water.

Thank you ?

Azaleas like a slightly acidic soil that is constantly moist. If there is a conifer growing nearby, that's good; or I just mulch with pine needles. Agree with Mg about adding organic matter/grit to loosen up the clay. They have very fine roots.