In this paper we characterize the convex dominating sets in the composition and Cartesian product of two connected graphs. The concepts of clique dominating set and clique domination number of a graph are defined. It is shown that the convex domination number of a composition $G[H]$ of two non-complete connected graphs $G$ and $H$ is equal to the clique domination number of $G$. The convex domination number of the Cartesian product of two connected graphs is related to the convex domination numbers of the graphs involved.