Davydov made his professional debut in the Soviet Second League in 1971 for Metallurg Tula.

Davydov was one of the most respected and influential players during Zenit's golden era in the 1980s, and continued to play top-level competitive football until the record age of 43, then becoming a Zenit's coach.

He hold the record for being the oldest person to have played in a professional Chinese football match aged 42 years and 348 days, as well as the oldest person to have scored in a professional Chinese football match aged 42 years and 292 days before 2018 when Zhuang Yi broke his records.

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