Davey attended Hialeah-Miami Lakes High School in Hialeah, Florida and was a letterman in football and basketball.
As a sophomore, Davey led unranked LSU to a 35–10 victory over #17 Arkansas (televised by CBS), passing for 224 yards and three touchdowns.
As a junior Davey led unranked LSU to a 38–31 OT victory over #11 Tennessee (televised by ESPN), passing for 318 yards and 4 touchdowns.
As a senior (2001), Davey had the QB position to himself (Booty had gone to the National Football League); and he led LSU to its first Top 10 finish since 1987 and its first SEC Championship since 1988.
Davey capped off his senior season by passing for 444 yards and 3 touchdowns in the Sugar Bowl against #7 Illinois (televised by ABC), leading the Tigers to a 47–34 victory.
[2] Davey was selected by the New England Patriots coming off a record-setting career at LSU, taken in the fourth round as the 117th pick of the 2002 NFL draft (Davey was the 6th quarterback taken in the 2002 NFL Draft, behind David Carr of Fresno State, Joey Harrington of Oregon, Patrick Ramsey of Tulane, Josh McCown of Sam Houston, and David Garrard of East Carolina).
On September 28, 2005, Davey signed with the Arizona Cardinals as the quarterback behind Kurt Warner, Josh McCown, and John Navarre.
[6] In April 2023, Davey was named the new head football coach at Ascension Christian High School in Gonzales, Louisiana.