His next appointment was as Rector of Hemsworth until 2006; whilst at Hemsworth: he was a Vocations Advisor and Assistant Diocesan Director of Ordinands (ADDO) for the Diocese of Wakefield from 1998; Rural Dean of Pontefract (from 2000); a Proctor in Convocation (a member of the General Synod Convocation of York), from 2000; and an honorary canon of Wakefield Cathedral from 2002.

[1][3][6] He was nominated Bishop of Middleton on 10 March 2008 in succession to Michael Lewis who was translated to the Anglican Diocese of Cyprus and the Gulf.

[12] Between the retirement of Nigel McCulloch on 17 January 2013 and David Walker's confirmation on 7 October 2013, Davies and Edmondson were (co-equally) acting Bishops of Manchester.

As from October 2023, Davies is acting diocesan Bishop of Sodor and Man, after the retirement of Peter Eagles, and represented that diocese in the February 2024 meeting of General Synod.

[14][15] In November 2023, he was one of 44 Church of England bishops who signed an open letter supporting the use of the Prayers of Love and Faith (i.e. blessings for same-sex couples) and called for "Guidance being issued without delay that includes the removal of all restrictions on clergy entering same-sex civil marriages, and on bishops ordaining and licensing such clergy".