Born in Piove di Sacco, near Padua, he was descended from a Spanish noble family and was the youngest son of Antonio Davila, Grand Constable of Cyprus.

In 1583 Antonio took this son to France, where he became a page in the service of Catherine de' Medici, wife of King Henry II.

Subsequently, he travelled to Parma, Rome and Rovigo and finally settled to Tinos (1609–1615) where he held the post of governor.

The Historia delle guerre civili di Francia is based on first-hand knowledge of events and personalities.

[5] Lord Bolingbroke, in his fifth letter on the Study of History, recommends him very strongly as a writer equal in many respects to Livy.