He was born in Utica, New York and studied at the Chicago Academy of Design from 1879 to 1882. He briefly attended the Art Institute of Chicago and then moved to New York City where he studied at the Art Students League.
Davies was a principal organizer of the 1913 Armory Show and was a member of The Eight, a group of painters including five associated with the Ashcan school: William Glackens (1870-1938), Robert Henri (1865-1929), George Luks (1867-1933), Everett Shinn (1876-1953) and John French Sloan (1871-1951), along with Arthur B. Davies (1862-1928), Ernest Lawson (1873-1939) and Maurice Prendergast (1859-1924). Davies is best known for his ethereal figure paintings. He worked as a billboard painter, engineering draftsman, and magazine illustrator.