The low cost of cement-clay interlocking (CCI) bricks is an attractive feature, resulting in a wide utilization of CCI bricks in the construction of masonry walls. Despite this, an experimental database on the performance of CCI brick walls is scarce. This study tested ten large masonry walls constructed with CCI bricks in a running bond pattern. Two types of CCI bricks were used to assess the effect of chemical position on the diagonal compressive capacity of walls. Further, different grouts and steel bars were used within the openings in CCI bricks. A combination of grout and steel bars resulted in the optimal improvement of the diagonal compressive strength, whereas up to 110% higher improvement in the diagonal compressive strength was achieved by doubling the compressive strength of grout. Interestingly, the type of bricks did not influence the improvement in the diagonal compressive capacity of CCI brick masonry walls. A regression-based equation was proposed to predict the diagonal compressive capacity of CCI brick walls by including the yield strength of steel bars, the compressive strength of grout, and the diagonal compressive strength of ungrouted walls as explanatory variables. The predicted capacities of CCI brick walls were found to be in close agreement with experimental results.