In 1638 he sailed to North America with his congregation and a patent for a colony in Massachusetts. One year later he co-founded the city of New Haven with Theophilus Eaton and served as its burgess until his departure to Boston 30 years later. Beginning in the 1640s, Davenport advocated for the creation of a college near the New Haven Green, a vision realized by Yale College some fifty years after his death. He is also credited with co-founding the nearby Hopkins School.