Davidson was at the bedside of the dying Queen Victoria, and played a major role in the arrangements for her funeral in early 1901. When the see of London again fell vacant in February 1901, on the death of Mandell Creighton, it was offered to Davidson, who refused it on firm medical advice. He spoke frequently in the House of Lords, particularly on such topics as education, child protection, alcohol licensing, and working hours in shops. He involved himself when he could in national Church policy. His grasp of the issues impressed the Prime Minister, Arthur Balfour, who recorded that "the Bishop has the art of stating with great clearness and sympathy the gist of opinions from which he differs" and said that he understood the position of Halifax and the Anglo-Catholic lobby better after discussing it with Davidson.