On leaving school he worked as a typesetter for a Newcastle newspaper and played football for Gateshead Town where he was spotted by Sheffield Wednesday's assistant manager Robert Brown who invited him to Hillsborough for a trial.

Davison impressed in the trial, saving a penalty in a practice match and was signed in April 1908 as understudy to long standing Wednesday keeper Jack Lyall for a fee of £300.

Davison was to remain first choice for the next 12 seasons, a remarkable achievement bearing in mind that he lost four years of his career to World War I when official football was suspended.

He returned safely from the war to make 20 appearances in the 1919–20 season as Wednesday were relegated from Division One, sharing goalkeeping duties with Arnold Birch.

He was called up to the England team to face Wales on 13 March 1922 in the British Home Championship at Anfield and kept a clean sheet in a 1–0 win.

Davidson's management style had impressed near neighbours Chesterfield and when they were looking for a replacement for Alec Campbell they did not bother to advertise but went straight for Davison.

He immediately reorganised the club making clear divisions between the administrative and playing sides and bringing in experienced players such as Sid Binks.

The following season had The Blades in a mid table finishing position in Division Two although Davison had made the excellent signing of Jock Dodds on a free transfer from Lincoln City.

United eventually returned to Division One in the last full season before World War II finishing runners up and denying rivals Wednesday by one point.