In practice, analysis of laterally loaded piles is carried out using beams on non-linear Winkler springs model (often known as p-y method) due to its simplicity, low computational cost and the ability to model layered soils. In this approach, soil-pile interaction along the depth is characterized by a set of discrete non-linear springs represented by p-y curves where p is the pressure on the soil that causes a relative deformation of y. p-y curves are usually constructed based on semi-empirical correlations. In order to construct API/DNV proposed p-y curve for clay, one needs two values from the monotonic stress-strain test results i.e., undrained strength ($s_u$) and the strain at 50% yield stress (${varepsilon}_{50}$). This approach may ignore various features for a particular soil which may lead to un-conservative or over-conservative design as not all the data points in the stress-strain relation are used. However, with the increasing ability to simulate soil-structure interaction problems using highly developed computers, the trend has shifted towards a more theoretically sound basis. In this paper, principles of Mobilized Strength Design (MSD) concept is used to construct a continuous p-y curves from experimentally obtained stress-strain relationship of the soil. In the method, the stress-strain graph is scaled by two coefficient $N_C$ (for stress) and $M_C$ (for strain) to obtain the p-y curves. $M_C$ and $N_C$ are derived based on Semi-Analytical Finite Element approach exploiting the axial symmetry where a pile is modelled as a series of embedded discs. An example is considered to show the application of the methodology.