Barclay entered the Diplomatic Service as an attaché in 1894 and was posted to Vienna. In 1897 he was transferred to the embassy in Paris where for five years he was private secretary to the ambassador, Sir Edmund Monson. He also acted as secretary to the international commission of inquiry into the Dogger Bank incident which met in 1905.
From Paris, Barclay was posted to Rio de Janeiro, Bucharest, Sofia and Belgrade before being promoted in 1913 to be Counsellor at the embassy at Washington, District of Columbia where he remained throughout the First World War.
Towards the end of the war he was chargé d"affaires in the absence of the ambassador, Lord Reading. After the war he was appointed Minister to Sweden 1919-1924, and to Hungary 1924-1928.
Finally he was appointed ambassador to Portugal in June 1928 but died after an operation in London a year later. Colville Barclay was the third son of Sir Colville Arthur Durell Barclay, 11th Baronet, whose mother came from the French family de Rune.
Two years after Sir Colville died, Lady Barclay married Sir Robert Vansittart, whose first wife had died in 1928.