Davis was born in Marylebone, London, the son of "Bentley Boy" and Le Mans winner, Sammy Davis (who later became Autocar magazine's sports editor).
Davis naceu en Marylebone, Londres, o fillo dun dos "Bentley Boy" e gañador de Le Mans, Sammy Davis (quen máis tarde converteríase no editor deportivo da revista "Autocar").