Davies was born at Steynton, Pembrokeshire, the youngest of six known children of Benjamin (d. 1816) and Mary (née Owen), and was christened ("registered") at Narberth (20 April 1794), where his father officiated as a Welsh Baptist minister.
In 1837 he accepted an invitation to become minister of Bethesda Chapel, which his father founded, in Haverfordwest, and in 1839 was appointed head of the St. Thomas Green Baptist Academy there (which he is said to have founded).
About this time he married - his wife being named Elizabeth, from Worcester.
James died in 1877 and Fanny remarried to a Charles Cooke, at Epsom, in 1881.
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