He has been a Liberal member of the Victorian Legislative Council since March 1996, representing East Yarra Province from 1996 until 2006 when it was abolished and the Southern Metropolitan Region from 2006 onwards.

This was to ultimately result in receiving preselection for the safe Liberal seat of East Yarra at the 1996 state election.

After the Liberal Party's defeat at the 1999 state election, Davis became the Chair of the Opposition Waste Watch Committee.

[3] In February 2022, Davis, along with Matthew Guy, Peter Walsh, Gary Blackwood and Melina Bath, were fined $100 each for breaching face mask rules, after the Coalition MPs were photographed maskless while attending an event in Parliament House.

[4][5][6] After incumbent member for Kew Tim Smith confirmed that he would not seek re-election at the 2022 Victorian state election, Davis nominated for preselection for the seat, a move which some believed to be an attempt to succeed Matthew Guy as leader of the Liberal Party should the Liberals fail to win the 2022 state election.

[7][8] Business Council of Australia director Jess Wilson was ultimately endorsed as the Liberal candidate for Kew, defeating Davis 99–64.