Davies was born in Glamorgan, Wales and educated at Jesus College, Oxford,[1] matriculating in November 1621.
His opposition to church reforms led to his losing his parishes at some point between 1646 and 1650, although he received some concessions such as payment of some tithes to him or his brothers.
He supplemented his income by running a school and, later, moving to London to become chaplain to the wife of the royalist Henry Mordaunt, 2nd Earl of Peterborough.
Whilst bishop, he restored the cathedral library and installed the largest bell in the bell-tower.
Having never married, he left his small estate to his brother, other relations and his servants.