He started singing with pianist Roosevelt Sykes and guitarist Henry Townsend.

Davis made his first recordings, including the successful "M&O Blues", in 1930, as a singer accompanied by Sykes on piano.

[3] His piano playing was described by blues historian Gérard Herzhaft as "primitive but expressive, with an irregular rhythm.

[11] Once he was well established as a popular recording artist, he performed regularly in hotels in St. Louis,[9] sometimes with Townsend.

[8] He worked for the rest of his life as a desk clerk in a hotel and as a part-time preacher.