In 1865 Davis was elected a member of the West Virginia House of Delegates. The following year, he founded the Potomac and Piedmont Coal and Railway Company with the intent of furnishing transportation to his coal mining and timbering interests. The company was given the right to construct railroad grades in Mineral, Grant, Tucker and Randolph counties. He became a state senator in 1869. In 1870, he was elected to the United States Senate, serving two terms, with his service ending in 1883.