In 1916, Davies was signed on as a featured player in the "Ziegfeld Follies". However, Davies' career as a Ziegfeld girl encountered difficulties as her persistent stammer prevented her from pronouncing any lines; consequently, she was relegated to only dancing routines. While working for Florenz Ziegfeld, she was sexually pursued by a cavalcade of admirers and came to loathe young college men: "The stage-door-Johnnies I didn't like. Especially those who came from Yale." During one infamous show starring Gaby Deslys, rowdy undergraduates from Yale pelted Davies and other chorus dancers with tomatoes and rotten eggs to show their displeasure with the performance.