Born in Milford Haven, Pembrokeshire, Davis started out in piracy on the 11th of July 1718 when the slave ship, a snow known as Cadogan, on which he was serving as a mate, was captured by the pirate Edward England. The snow was led by a Captain Skinner, who England and his men once worked for, and were owed wages. England's men tied Skinner to the mast and pelted him with glass bottles, until he was shot through the head out of mercy. Davis chose to join the pirates, and was given command of the Cadogan, to wit he was sent to Brazil on the 18th of July 1718. However, his new crew resisted the call to piracy, and mutinied. Davis was arrested and the crew sailed to Barbados instead, where they were originally headed. The crew completed their voyage, and turned Davis in. However, he was released after three months without trial, having not committed any actual piracy.
Davis made his way to New Providence, which was in the process of being taken over by Woodes Rogers. He found employment on a trading sloop called the Buck, which along with its sister ship, the Mumvil Trader, were heading for Martinique. Once landed, Davis and some conspirators rose in the night and seized the ship. The Mumvil Trader was signalled, and the majority of the men aboard both ships agreed to join with Davies, those disinclined were sent back to the Mumvil Trader to go where they pleased, after Davis had stripped her of anything of value. Davis was quickly elected captain, after which he made a short speech declaring war against the whole world. Davis formed a base in Coxon's Hole in East Cuba, a narrow secluded inlet that was easily defensible by a single ship.
Davis made his way to New Providence, which was in the process of being taken over by Woodes Rogers. He found employment on a trading sloop called the Buck, which along with its sister ship, the Mumvil Trader, were heading for Martinique. Once landed, Davis and some conspirators rose in the night and seized the ship. The Mumvil Trader was signalled, and the majority of the men aboard both ships agreed to join with Davies, those disinclined were sent back to the Mumvil Trader to go where they pleased, after Davis had stripped her of anything of value. Davis was quickly elected captain, after which he made a short speech declaring war against the whole world. Davis formed a base in Coxon's Hole in East Cuba, a narrow secluded inlet that was easily defensible by a single ship.
Subsequently, he crossed the Atlantic to terrorize shipping in the Cape Verde Islands. Davis then engaged with a Dutch interloper of thirty guns and ninety men. A heated battle took place, that lasted 20 hours during which Davis lost nine men, before the Dutch vessel surrendered. Davis fitted the Dutch ship for his own use, named her the Rover, mounting her with 32 guns and 27 swivels. Davis sailed to Anomabu, Ghana where he found three ships lying at anchor. These he took without resistance, one of his prisoners being navigator Bartholomew Roberts. It is said that Davis would use Welsh to communicate with Roberts, keeping it hidden from the rest of the crew.
Two months later, Davis hoisted English colours and sailed to the Portuguese island of Principe, and posing as an English captain, invited the Governor for lunch aboard his ship, intending to hold him hostage. However, the governor knew that Davis was really a pirate, and invited him for a glass of wine at the fortress first. Davis and a small party were making their way from the harbour to the fortress when they were ambushed and shot dead on the 19th of June, 1719.