Davis owned a dry goods store, which was four miles south of the current town of Davis. Davis submitted a petition for a Santa Fe depot to be built near his store, and the petition was accepted. In 1890, he also successfully petitioned for a post office to be built. The post office was supposed to be named after Nelson Chigley, a Chickasaw Indian who owned the land on which the town was to be built. Chigley was already an Indian Territory name, so it was named after Davis. The town was established on November 16, 1898. It is located 23 miles north of Ardmore and 23 miles south of Pauls Valley.