He started cycling when his brothers persuaded him to try racing on a grass track in another event the tradesmen ran.
In 1910, he joined the Vegetarian Cycling and Athletic Club and then moved to the Addiscombe CC, which he founded in 1906.
His first road win was for the Addiscombe club in the Olympian CC 50-mile time trial, held between Crawley and Godstone.
The organisation was chaotic, with riders bunching together instead of being separated, cars impeding the competitors and errors in time-keeping.
In 1920, Davey won seven track events: the Balham 50-mile time trial, the Anerley 12-hour and the Lincolnshire championships at 25, 50 and 100 miles.
He waited until the complete team had arrived at the ferry port in Harwich, then rode the Anerley for 12 hours to finish second to Maurice Selbach.