Davies Giddy was born on 6 March 1767, the second of the three children of Reverend Edward Giddy, curate of St Erth's church, and his wife Catherine, daughter of Henry Davies of Tredrea, St Erth in Cornwall. His parents' first child, also Davies by forename, died within 24 hours of birth in 1766, and their third child, Mary Philippa Davies Giddy (known as Philippa) was born in 1769. The Giddy family moved to Penzance, living on Chapel Street in 1775, until Giddy's mother Catherine inherited the family home of Tredrea back in St Erth. By 1780 the family returned to St Erth, and Davies was taught by his father, alongside his sister Philippa. Davies Giddy would later adopt Gilbert as his surname, the maiden name of his wife, the agronomist Mary Ann Gilbert, whom he married at Easter of 1808.