Briefly serving as a navigator, he and several others including James Kelly left the expedition within a year and returned overland through Panama with John Cook.
On 23 August 1683, while selling captured prizes in Virginia, he agreed to join a privateering expedition as a quartermaster under the pirate John Cook.
Sailing to the Pacific in November 1683 by way of Cape Horn, Davis and the others were joined by the buccaneer John Eaton before raiding Spanish cities along the coast of South America.
They sailed to the Juan Fernandez Islands where they were greeted by a Miskito Indian, who had accidentally been left behind in January 1681 by Capt Bartholomew Sharp.
Turning back towards Panama, he raided Spanish shipping carrying silver from Peru to Spain before joining forces with a fleet under the command of Francois Grogniet, Pierre le Picard and Francis Townley.
"[1] Quarreling amongst themselves following their defeat, with many pirates blaming the Frenchman Francois Grogniet, Davis left the expedition along with Swan on 3 September, Townley, Harris, William Knight and sailed north with eight ships and 640 buccaneers.
Davis spent Christmas 1685 at Juan Fernandez Island - the crew felt an earthquake at Callao and Lima 450 miles offshore at 4 am.
Raiding five more towns between the months of May and June, including the failed attack on La Serena, many priests and officials were killed attempting to hide the city's treasury until the defenders of Pisco agreed to pay £5,000 in ransom.
Learning from captives of Spanish plans to send a squadron from Peru against Captain Pierre le Picard, he arrived at Guayaquil in May and helped defeat the fleet and split £50,000 with the French buccaneer.
Although he and Lionel Wafer and John Hingson would be arrested on 22 June 1688 for piracy in Virginia for two years as they crossed Port Comfort to Elizabeth River.
A black servant, Peter Cloise, contradicted the statement on 16 August 1688; Davis petitioned under King James II's Proclamation of 1685 for Privateering.
Anchoring in Chatham Bay, he supposedly left behind several chests containing ingots, pieces-of-eight and £300,000 in silver bar and plate taken from settlements in Peru and Chile.