During World War II, Davey joined the Royal Canadian Navy continuing to play ice hockey in the Toronto Services League. After the war in 1946, Davey returned to Streatham where he took up playing in defence having previously played right wing. Davey then moved the Wembley Lions the following year for the 1947–48 season. Davey then turned his hand to refereeing before returning to playing for a brief spell during the 1949–50 season with the Streatham Royals in the Intermediate League.