Davis, Jr. was born on December 18, 1912 in Washington, D.C.. He studied at the University of Chicago and at the United States Military Academy. Davis, Jr. was married to Agatha Davis until her death in 2002. They had no children. Davis, Jr. died on July 4, 2002 from Alzheimer's disease in his home in Washington, D.C., aged 89. He was later buried at the Arlington National Cemetery.