He was hanged by Union forces in Pulaski, Tennessee, on November 27, 1863. As he was trundled along to the hanging site atop his own coffin, Union soldiers alongside the bumpy wagon road shouted out their entreaties for his cooperation, lest they have to watch the grim execution. Supposedly the officer in charge of the execution was discomfited by Davis' youth and calm demeanor and had trouble carrying out his orders. Davis is alleged to have said to him, "Officer, I did my duty. Now, you do yours."