He was briefly the leader of Manitoba's Conservative parliamentary caucus in 1894, and later served as a cabinet minister in the governments of Hugh John Macdonald and Rodmond Roblin.

Party affiliations were fluid in Manitoba in this period, and by the general election of 1883 Davidson was identifying himself as a Liberal-Conservative, and a supporter of Premier John Norquay.

Provincial support for the Conservatives recovered slightly in the 1892 election, and Davidson defeated Crawford by sixteen votes in their third encounter.

His constituency victory was also overturned on April 17, 1894, and he was subsequently defeated by John Forsyth of the Patrons of Industry in a by-election.

Though the Conservatives returned to government in the 1899 election, Davidson was once again defeated in Beautiful Plains, losing to Liberal Robert Ennis by ninety votes.