During his active career, Davis played for five different teams in parts of eight seasons spanning 1983–1994. Listed at 6 feet (1.8 m) tall and 185 pounds (84 kg), Davis batted and threw right-handed. He was born in Martin County, North Carolina.
Davis was selected by the Kansas City Royals in the 12th round of the 1980 MLB Draft out of East Carolina University in Greenville, North Carolina.
He started his majors career with the Royals in 1983, playing for them through 1984 before joining the Pittsburgh Pirates (1987), Baltimore Orioles (1988–1989), Los Angeles Dodgers (1991) and Texas Rangers (1993–1994).
Davis had a promising debut, hitting a .344/.359/.508 slash line (BA/OBP/SLG) with 62 total bases in 33 games, but never again came close to matching those numbers in his next seven seasons.
Davis also played 13 seasons in the Minor Leagues, batting a combined .297/.346/.456 line with 291 stolen bases in 1440 games.
In between, Davis played winter ball with the Leones del Caracas club of the Venezuelan League during the 1991–1992 season.
Following his playing career, Davis has been a long-time hitting coach in the Orioles minors system, mainly at Double-A Bowie Baysox (2000; 2003–2005; 2013–2014), as well as a roving outfield and bunting instructor in the farm system (2007–2012). Additionally, he managed the Gulf Coast League Orioles (1997–1998) and Class-A Delmarva Shorebirds (1999).
On December 1, 2014, Davis was named first base coach of the Minnesota Twins on the staff of 2015 Twins' manager Paul Molitor. He was fired after the 2016 season.
Davis is married with two children and currently lives in Garner, North Carolina.
He made a brief cameo appearance in the 1988 baseball film Bull Durham, starring Kevin Costner, Tim Robbins and Susan Sarandon.