Mary Davis was born in Westminster, as a presumed illegitimate child of Thomas Howard, 3rd Earl of Berkshire.

Although Pepys wrote good tidings about Moll,[5][6][7] his wife Elisabeth called her "the most impertinent slut in the world".

Shortly after the child's birth, Charles dismissed Moll, possibly due to some chicanery caused by Nell Gwyn, a new rival for his affection.

In January 1667–68, Pepys notes that the king had furnished a house specifically for Moll Davis, writing, "in Suffolke Street most richly, which is a most infinite shame.

[12] This house (which John Soane surveyed in 1799) was almost square and had three storeys, each with four evenly spaced windows, all dressed with a wide architrave and cornice.

Sir George Etherege wrote scornfully of the marriage: "Mrs Davies has given proof of the great passion she always had for music, and Monsieur Peasible has another bass to thrum than that he played so well upon.

Moll's daughter, Mary, earned through marriage to Edward Radclyffe, 2nd Earl of Derwentwater the title of Countess, and became an actress herself.