Born in Melbourne, and moving to Sydney at the age of four, Davis played rugby league football as a schoolboy before becoming involved in Australian rules. He was drafted by Collingwood, the club where his father Craig played 102 of his 163 VFL/AFL games, with a father-son pick in the 1998 AFL Draft. Davis was never comfortable living under the microscope at Victoria Park, where the expectations placed upon him were magnified by the spectre of his father's courageous attitude to the game and triumph over adversity, combined with the Magpie fans' insatiable desire for success.