[2] Not long after leaving the WAAPA in 1998 and the state of Western Australia, Davey got his first acting job on a Wrigley's Eclipse chewing gum ad.

[4] Following a small role in the Seven Network telemovie Do or Die, Davey attracted the attention of the Blue Heelers producers.

In 2014, Davey starred in the ABC-TV series Black Box, as Dr. Ian Bickman, chief neurosurgeon, opposite Kelly Reilly.

[10] In 2018, he landed the lead role of Julius Caesar in Netflix Season 2: Master of Rome Roman Empire,[11] alongside Jessica Green who played Cleopatra.

[12] From September 2020, Davey began playing neurosurgeon Dr. Christian Green in the Seven Network soap opera Home and Away.