Davis was born Mary Frances Penick on December 30, 1931, the first of seven children born to farmer William Lee and Sarah Rachel Penick (née Roberts), in Dry Ridge, Kentucky. Because her grandfather thought she had a lot of energy for a young child, he nicknamed Mary Frances "Skeeter" (slang for mosquito). When Davis was a toddler, her great-uncle was convicted of murdering her maternal grandfather (his brother) in Indiana. After this incident, Davis recalled that her mother became a "bitterly depressed woman." Throughout her childhood, Davis's mother made multiple suicide attempts, several of which Davis herself prevented from being carried out: "I once slapped a bottle of Clorox she was drinking out of her mouth and sat on her hands to keep her from reaching for a butcher knife," she recalled. On one occasion, her mother attempted to leap from the family's apartment window with Davis and her infant brother in her arms. Her relationship with her mother remained strained throughout much of her life, and by Davis's account, she "couldn't seem to win my mother's respect and affection, I turned my attention toward my daddy."