According to Hesiod, Hephaestus shaped Pandora from clay. In Works and Days, Zeus orders the divine craftsman to make a woman as part of his punishment of humanity after Prometheus stole fire.
The clay detail connects Pandora with a wider ancient tradition of creating humans from earth. Hephaestus, the god of fire and metalworking, gives the figure a crafted, artificial origin, while the other gods add her abilities and characteristics. The story describes her as being formed rather than born in the ordinary human way.
Modern illustrations often show Pandora as a fully formed adult, which can obscure the material named in the ancient account. Clay is the specific substance associated with Hesiod’s creation scene. The story does not say that she was made from metal, despite Hephaestus’s association with smithing, nor does it describe a technological construction in the modern sense.