He played for Swansea City, Carlisle United and Preston North End and had a short loan spell with Darlington, making a total of 271 appearances in the Football League.
After retiring as a player, he spent eight years as a coach at Preston, before going on to manage Barnsley, Darlington and, until October 2010, Hereford United.
In 1987, Davey made his League debut for Swansea City at the age of 16 against Torquay United and became the second youngest player ever to play for the Swans.
At Preston, Davey earned a consecutive championship medal when Preston North End won the divisional title, Davey made his full home league debut in midfield alongside a youngster on loan from Manchester United who arrived to make his league debut too, David Beckham.
Davey's playing career was cut short at the age of 27 following a back injury while training with a medicine ball.
On 1 April 2010, Davey was appointed manager of League Two club Darlington, following the dismissal of Steve Staunton.