Davidson found his way into show business when as a regular in a pub in Woolwich, he undertook an act after the regular comedian had not turned up. He then became a regular on the London comedy circuit, and first auditioned for "Opportunity Knocks" in 1975, unsuccessfully; he was told by Hughie Green to "go away". His audition for "New Faces" was more successful, and he proceeded to win the show by one point, and then to come second in the overall contest.