As an actor, he starred in Quadrophenia (1979), The Bounty (1984), High Hopes (1988), The Firm (1989), In the Name of the Father (1993), North Square (2000), Vera Drake (2004), Bleak House (2005), Whitechapel (2009–2013), Sherlock (2010), Brighton Rock (2010), Merlin (2011), Silk (2012–2014), Poldark (2015–2016), Mad Dogs (2015–2016), Trying (2020–2024) and Platform 7 (2023).

In 1989, he starred opposite Gary Oldman in the BBC's football violence based film The Firm as 'Yeti', the rival gang leader to the protagonist.

[1] From 2009 until 2013, Davis played a main role as DS Ray Miles in the ITV1 series Whitechapel, starring alongside Rupert Penry Jones and Steve Pemberton.

[3] In 2012, he starred as crime family solicitor Micky Joy in Silk,[1] then in 2015 as Jud, the malevolent servant in Poldark alongside Aidan Turner and Eleanor Tomlinson.

[4] From November 2017 until February 2018, Davis played Ebenezer Scrooge in David Edgar's new adaptation of Charles Dickens' A Christmas Carol at the Royal Shakespeare Company.