Fay Davis (December 15, 1872[1] – March 1, 1945) was an American stage actress from Boston, Massachusetts, who was a star of many Shakespearean plays.

In 1902 Davis returned to America and made her debut at the Empire Theatre under Charles Frohman.

In the first decade of the twentieth century she acted in a number of London plays, namely Rupert of Hentzau, A Debt of Honour, The Wisdom of the Wise, Iris, and Caesar's Wife.

In the latter she appeared in leading roles in Henry V, Romeo and Juliet, The Merchant of Venice, and Twelfth Night.

Her final London shows were The Heart of a Child (1921), The Second Mrs. Tanqueray (1922), Secret Service (1926), Hamlet (1930), and The Shadow Princess and On The Rocks (1933).