He played 14 seasons in Major League Baseball (MLB) for the Pittsburgh Pirates, San Francisco Giants, Oakland Athletics, Toronto Blue Jays, Detroit Tigers, Cleveland Indians, Boston Red Sox, and New York Mets.

In 1999, Davis graduated from New London High School where he earned letters playing baseball, basketball, and football.

Davis chose to sign with the Pirates instead of accepting a scholarship offer to continue his college baseball career at UConn.

[5] Davis made his major league debut for the Pirates on August 14, 2006, going 0-for-1 in a pinch hit appearance against the Milwaukee Brewers.

[1] Davis was traded to the San Francisco Giants with pitcher Stephen MacFarland on July 31, 2007, for Matt Morris.

[6] He made his Giants debut the next night against the Los Angeles Dodgers, stealing a base and throwing out a runner from center field.

[8][9] Additionally, in the second game, Davis made a spectacular diving catch on the warning track in left-center field.

[13] The next night, Davis hit his first career home run off Florida Marlins starting pitcher Scott Olsen.

[16] Following the acquisition of David DeJesus, the Athletics traded Davis to the Toronto Blue Jays for Trystan Magnuson and Daniel Farquhar on November 17, 2010.

[21] After a brief two game rehab assignment with the Dunedin Blue Jays, Davis was activated from the disabled list on June 4.

[22] On June 8, in the bottom of the 18th inning against the Texas Rangers, Davis hit a single that scored Emilio Bonifacio in the longest Blue Jays game in franchise history.

[23] In a game against the Houston Astros on July 28, Davis tied a Blue Jays franchise record by stealing four bases, joining Damaso Garcia, Dave Collins, Roberto Alomar, and Otis Nixon.

[25] On June 30, 2014, he hit a walk-off grand slam home run against Oakland Athletics closer Sean Doolittle to win the game 5–4.

[33] During his time with Oakland during the 2017 season, Davis appeared in 100 games, batting .233./.294/.353 with 18 RBIs, 5 home runs, and 26 stolen bases.

The Boston Red Sox acquired Davis from the A's for minor league outfielder Rafael Rincones on August 23, 2017.

[34] On December 17, 2018, Davis signed a minor-league contract with the New York Mets, the team for which he rooted as a child growing up in Connecticut.

[37][38] On May 22, 2019, Davis was informed during batting practice for the AAA Syracuse Mets, before their road game in Pennsylvania, that he had been called up to the big league club.

On September 14, after Jacob deGrom and Hyun-Jin Ryu both went seven scoreless innings, Davis hit a pinch-hit bases-clearing 3-run double in the bottom of the 8th against Julio Urias to give the Mets a 3-0 lead,[42] which they would hold to even the series against the Los Angeles Dodgers.