In addition to acting in her own works, she has appeared in a variety of other British television comedies, most notably portraying Dawn Sutcliffe in Gavin & Stacey (2007–2009, 2019, 2024).

[5] After studying for a degree in English and drama at the College of Ripon and York St John, she returned to Bath working "dead-end jobs", starting a comedy double-act The Sisters of Percy with her friend Jane Roth at a local theatre group.

[7] The series was an all-female sketch comedy show, with Meera Syal, Arabella Weir, Maria McErlane, and Claire Calman.

[8][10] Her career gained a further boost in 1998 after she sent a tape of various characters to Steve Coogan, who invited her to write for and participate in his shows during his 1998 national tour.

[11][12] In November 2000, Human Remains, a dark comedy television series produced by Steve Coogan's production company Baby Cow,[1] co-written by and co-starring Rob Brydon and Davis, debuted on BBC Two.

The last episode of The Office features Davis, who is heard on the phone as the voice of a woman from a dating agency in conversation with David Brent.

It was made by Baby Cow Productions, and was considered even darker than Davis's previous work;[16] when the BBC did not commission a series, despite a Facebook campaign.

[18] In December 2011, Davis appeared in "Fifteen Million Merits", an episode of the anthology series Black Mirror, as Judge Charity on the fictional talent show Hot Shot.

[19] On 22 December 2011, she appeared as Anne Yeaman in the Christmas special and finale of the BBC Three comedy How Not to Live Your Life.

[23] In 2014, she cowrote and starred in a pilot for Channel 4 called Morning Has Broken, about a struggling daytime TV host.

Davis plays the character of Emma, who is having a lesbian affair with a woman called Sally, who is having a midlife crisis.

[32] Davis and Pepperdine published a book on the back of the podcast, Why He Turns Away: Dos and Don'ts From Dating to Death.

[37] As of November 2022[update] Davis is in a long term relationship with comedian Julian Barratt of The Mighty Boosh.