First grab the post ids by the author, and then the terms.
$author_id = '1234';
$taxonomy = 'clubs';
$post_ids = get_posts('fields=ids&post_type=post&post_status=publish&showposts=-1&author=". $author_id );
$clubs = wp_get_object_terms($post_ids, array($taxonomy));
$html = "<ul>';
foreach( $clubs as $club )
{
$html .= sprintf(
'<li><a href="https://wordpress.stackexchange.com/questions/134259/%1$s">%2$s</a></li>',
get_term_link($club, $taxonomy),
$club->name
);
}
$html .= '</ul>';
echo $html;