The fifth daughter of George Tuchet, 11th Baron Audley, she was learned in Latin, theology and law.
In 1609, she married Sir John Davies, by whom she had three children, including their heiress, Lucy Hastings, Countess of Huntingdon.
The same year she published her first pamphlet, A Warning to the Dragon and All his Angels, which related the Book of Daniel to contemporary political events.
Scholar Diane Watt recounts that she responded "by dressing in widow's weeds and predicting that he would die in less than three years.
In 1634, after smuggling her illegally printed prophecies back into England from Amsterdam, she was arrested and fined £3000 and imprisoned.