Payne coached in Alaska from 2003 to 2007, leading the team to the playoffs every year, including a Kelly Cup Championship in 2005–2006 season.

[1] On January 2, 2010, Payne was named the interim head coach of the St. Louis Blues following the club's dismissal of Andy Murray.

[2] On April 14, 2010, the St. Louis Blues removed the interim tag from Davis' title, and he became the full-time head coach of the team.

He was fired on November 6, 2011, after his team got off to a 6–7 start and was replaced by former Dallas Stars head coach Ken Hitchcock.

On July 26, 2012, Los Angeles Kings General Manager Dean Lombardi announced that Davis Payne was hired as assistant coach to Darryl Sutter.