He is best known for his roles as Mr Gilbert in The Inbetweeners (2008–2010), Ken Thompson in Cuckoo (2012–2019), Dan Davies in Man Down (2013–2017) and Paul "Wicky" Wickstead in The Cleaner (from 2021).

Since 2015, he has hosted the comedy panel game show Taskmaster and he has also appeared on Mock the Week, Fast and Loose, Live at the Apollo and Would I Lie to You?

[9] In 2003, Davies made an appearance on the children's TV show Dick & Dom in da Bungalow, playing a caricatured version of himself named "Massive Greg".

In December 2015, he starred in BBC Two's comedy drama A Gert Lush Christmas where he played Tony, the uncle of Russell and Kerry Howard's characters.

[17] Since 2021, Davies has written and starred in the BBC One comedy series The Cleaner,[18][19][20][21] as well as serving as the host of the music panel show Never Mind the Buzzcocks.

In November 2017, Davies recorded a Netflix stand-up comedy special at the Hammersmith Apollo during his Magnificent Beast UK tour.

[32] In May 2024, Davies was the guest for BBC Radio 4's Desert Island Discs, where his musical choices included "Baggy Trousers" by Madness and "Wichita Lineman" by Glen Campbell.