Davey enlisted in the Australian Imperial Force in December 1914 for service in World War I, and joined his unit, the 10th Battalion, on the island of Lemnos on 10 April 1915.

In the lead-up to the capture of Merris in June, he killed an eight-man German machine-gun crew, saving his platoon from annihilation, for which he was awarded the VC.

[2][3] On 22 December 1914, aged 18, Davey enlisted as a private in the Australian Imperial Force (AIF) and was posted to the 2nd reinforcements to the 10th Battalion.

He joined the 3rd Brigade's 10th Battalion on board the SS Ionian in the port of Mudros on the island of Lemnos in the northeastern Aegean Sea on 10 April 1915.

While he had been recuperating, the infantry formations of the AIF had been withdrawn from Gallipoli to Egypt, then transferred to the Western Front in France and Belgium.

[2][3][11] From the time Davey returned, the 10th Battalion rotated through front-line, reserve, training and fatigue duties, mainly in the Somme river sector.

[12] On 15 March, Davey was accidentally wounded by a hand grenade while the battalion was in camp, but returned to duty less than a month later, during the Battle of Arras.

The following month Davey was gassed while the 10th Battalion was relieving troops in the front-line near Westhoek Ridge; he returned to his unit in early November.

[15] On 3 January 1918, Davey rescued a wounded soldier under heavy fire, and was awarded the Military Medal (MM) for bravery in the field.

The work of this NCO was greatly admired by his officers and all who witnessed it.Davey was promoted to corporal on 24 April 1918,[19] and that night the 10th Battalion conducted an operation near Méteren.

Alone, Corporal Davey moved forward in the face of a fierce point-blank fire, and attacked the gun with hand grenades, putting half of the crew out of action.

By his determination, Corporal Davey saved the platoon from annihilation, and made it possible to consolidate and hold a position of vital importance to the success of the whole operation.

The 10th Battalion operation had seized 500 yards (460 m) of the German front line, along with thirty-five prisoners, six machine guns and two Minenwerfer trench mortars, for the loss of fifty casualties.

[27] On this occasion, Wilder-Neligan wrote a note to Davey which said:[6] I wish to offer my congratulations to you upon receiving the highest military honour which can be bestowed upon a soldier of Britain.

The especially fine work which secured the VC to you was only the culmination of a series of acts of coolness and bravery for which you have been noted in the past.Davey then embarked to return to Australia in October, and was discharged from the AIF on 24 February 1919.