[2][3] Davis's first foray into journalism came aged 10, when she interviewed the hot dog man on the corner in front of her elementary school for a feature for her after-school programme, but her first proper role came after she graduated from Yale and secured an internship at the Washington bureau of The Dallas Morning News in 1998.

[4] She continued to cover Capitol Hill as a senior writer at Congressional Quarterly until 2002, when she was for the first time appointed White House correspondent for The Baltimore Sun.

In 2009, she won the Everett McKinley Dirksen Award for Distinguished Reporting of Congress for her coverage of the federal response to the 2008 Financial Crisis.

[8] In 2018, Davis appeared in the fly-on-the-wall documentary The Fourth Estate, released by Showtime, which focused on The Times' coverage of the first year of the Donald J. Trump administration.

[9] Her book, Border Wars: Inside Trump's Assault on Immigration, co-written with Michael D. Shear, was published by Simon & Schuster in October 2019.