[2] In 1993, Davis was a singer in the short-lived duo Drive with Melanie Blatt, who released the single "Curfew".
Davis' acting credits include the role of "Mandy" in Eyes Wide Shut, Tabloid, House of 9, and The Bill, as well as being a main cast member of the British television series Too Much Sun.
Prior to acting, she worked as a fashion model for print, editorial, and catalogues, most notably for Gossard Bras and the Pirelli Calendar.
Davis is co-writer, co-producer, and lead vocalist for the band Sophisticated Savage.
In 2016, Davis wrote for a right-of-center political magazine, "coming out" as a conservative in Hollywood.