Davey was born in Bristol, England, and educated there at the Fairland Lodge school.
He worked as a storekeeper at Sale, then returned to Melbourne, setting himself up as a public accountant.
He died at the home of his daughter, Mary Gollin, at Sorrento, where he had spent the Christmas holidays.
His remains were buried in the family plot in the St Kilda Cemetery.
Their last residence was Cliveden Mansions, Wellington Parade East Melbourne.