Davies was born in Tredegar and went to Tredegar Comprehensive School followed by the University College of Wales, Aberystwyth where he read Politics. He was involved in student politics at the time and was elected President of National Union of Students Wales. He first worked as a campaigner on environmental issues for the World Wide Fund for Nature, and later as a poverty campaigner for Oxfam during which time he visited Rwanda and the former Yugoslavia.
Davies worked as public and corporate affairs manager for Hyder which combined Wales' main utilities; he specialised in its capital investment programme. He subsequently transferred to be Head of Public Affairs at the United Kingdom Atomic Energy Authority, and later became Director of Corporate Affairs for Welsh language television station S4C. In 2004 he started Bute Communications, his own public affairs consultancy.
Davies stood as a Plaid-Green Alliance candidate for the Blaenau Gwent parliamentary seat in 1992.
After taking some years out of politics to pursue his professional career he was selected as Labour's candidate in Ceredigion at the 2005 general election.
He was chosen as first on the Labour Party list for 'top-up' seats from the Mid and West Wales region for the 2007 Assembly election, and because of Labour losses in the region the party secured two seats.
Since being elected to the Assembly he was awarded the BBC Wales' AM:PM award for "Newcomer of the Year" and has chaired the Broadcasting committee and the Rural Development Sub-Committee.
In July 2009 he was selected to fight his home seat of Blaenau Gwent at the next Assembly elections; he won the seat with a majority of 9,120 over the Independent candidate.
On 13 May 2011 Alun was appointed Deputy Minister for Agriculture, Food, Fisheries and European Programmes in the Welsh Government.
On 14 March 2013 Alun was appointed Minister for Natural Resources and Food in the Welsh Government.
On 8 July 2014 he was dismissed as Minister for Natural Resources and Food.
In May 2016 he was re-elected as the Assembly Member for Blaenau Gwent and was re-appointed to the Welsh Government as Minister for Lifelong Learning and the Welsh Language where he is responsible for the new Welsh language strategy to create a million Welsh speakers and is reforming the education framework for learners with additional learning needs.
Davies has been involved in a number of incidents since becoming an AM.
In 2013 he was criticised by the cross-party Environment and Sustainability Committee for being evasive during a question session and giving contradictory answers:
"In a letter to the Finance Committee about the Natural Resources department's budget, the AMs said: "We are disappointed with the timeliness of information provided by the minister, and the oral evidence session, where a number of questions were evaded or contradictory information provided. We believe that this is an indicator of problems at the heart of financial management and planning of this department and we will continue to keep a very close eye on these issues both in-year and at future budget rounds. We believe the department's approach to financial management hinders general transparency. We are therefore unable to assess whether the budget is appropriately prioritised and is providing value for money."
In the Spring of 2014 he confessed to entering into a relationship with his own special advisor, Anna McMorrin, and that as a result both had left their long term partners as a result. McMorrin was moved from her role.
On 10 June 2014, the First Minister announced an investigation into a letter Davies wrote to Natural Resources Wales (NRW) re environmental concerns with the proposed development of the Circuit of Wales race track in his own constituency. As well as making up part of his ministerial portfolio, NRW had expressed concerns re the race tracks development. In an investigation undertaken by Permanent Secretary Sir Derek Jones CMG, his report published on 1 July 2014 concluded that Davies had breached the Ministerial Code. The report noted that in March 2013, Davies had been advised by his own department not to lobby even as the AM in the case of the race track, but had ignored this advice and had then written to NRW as the affected AM. The report also revealed that the First Minister had contacted Davies in August 2013, after Davies had expressed support for the circuit openly in quote to the Western Mail newspaper. Davies faced no punishment by the First Minister, but endured sustained calls for him to resign due to his behaviour.
On 8 July 2014 he was sacked by First Minister Carwyn Jones following his repeated written requests to his civil servants for the private details of Common Agricultural Policy payments made to opposition members, including: Andrew RT Davies (Leader, Welsh Conservatives); Antoinette Sandbach (Conservative); Kirsty Williams (Leader, Welsh Liberal Democrats); William Powell (Welsh Liberal Democrats); and Llyr Gruffydd (Plaid Cymru).