Shortly after, Davis announced he would not be running for re-election to the House in 2010, instead returning to the practice of law. He subsequently moved to Virginia and joined the Republican Party. A 1990s honors graduate of Harvard University, in 2012 Davis became a visiting fellow at the Harvard Institute of Politics. He also began writing a column for the conservative "National Review". He considered running for Congress as a Republican in the 2014 House elections in Virginia but did not do so. A resident of Virginia from 2011 until 2014, Davis spoke at the 2012 Republican National Convention in support of the Republican nominee for President, Mitt Romney. He was defeated in his two attempts to be elected Mayor of Montgomery, Alabama in the 2015 and 2019 mayoral elections.