She also starred in two B. P. Schulberg films with William Powell: My Lady's Lips and Faint Perfume.

[2] Mills was from Pittsburgh, Pennsylvania, where she attended Allegheny High School[3] and won a beauty contest before beginning a career in film.

[4][5] She arrived in Los Angeles in 1925, having signed a long-term contract with Schulberg to appear in his films.

[4] In a review of With This Ring, the Lansing State Journal wrote that Mills was "rapidly becoming established as one of the leading actresses of the younger players.

[3] The couple divorced in 1937, and Davey went on to marry actress Gloria Swanson in 1945.