Born in Bytown in Upper Canada (now known as Ottawa, Ontario), Davy moved to New York with his parents, who settled near Rochester, Monroe County, in 1835.

He attended the common schools and the Monroe Academy, East Henrietta, New York.

He served in the Union Army during the Civil War as a first lieutenant in Company G, One Hundred and Eighth Regiment, Volunteer Infantry, in 1862 and 1863.

Davy was elected justice of the supreme court of New York and served from January 1, 1889, until his retirement in 1905.

This article incorporates public domain material from the Biographical Directory of the United States Congress