Davis attended segregated schools in Washington, D.C., graduating from the elite Dunbar High School, which stressed an academic curriculum. In 1922 he enrolled in Bates College in Lewiston, Maine. He graduated in 1926, earning an A.B. and double honors in English and Psychology. At Bates, he was president of Delta Sigma Rho, an honorary debating fraternity, and editor of the student publication "The Bobcat". He enlisted the aid of Bates trustee Louis B. Costello, when Delta Sigma Rho's national council denied him membership because of his race.