Born in Edinburgh to a Scottish Presbyterian family, Davidson was educated at Harrow School, where he became an Anglican, and at Trinity College, Oxford, where he was largely untouched by the arguments and debates between adherents of the high-church and low-church factions of the Church of England. He was ordained in 1874, and, after a brief spell as a curate, he became chaplain and secretary to the Archbishop of Canterbury, Archibald Campbell Tait, in which post he became a confidant of Queen Victoria. He rose through the Church hierarchy, becoming Dean of Windsor (1883), Bishop of Rochester (1891) and Bishop of Winchester (1895). In 1903 he succeeded Frederick Temple as Archbishop of Canterbury, and remained in office until his retirement in November 1928.