Davis was born at Eton on 27 July 1850, the eldest son of George Davis, a bookseller. At the age of fourteen he was apprenticed to a local bookbinder but he abandoned this trade after two years to pursue his interest in chemistry. Davis studied at the Slough Mechanics Institute while working at the local gas works, and then spent a year studying at the Royal School of Mines in London (now part of Imperial College, London) before leaving to work in the chemical industry around Manchester, which at the time was the main centre of the chemical industry in the UK.