Davies lived in Los Angeles until he was 19 years old, and in 1998 moved to Santa Barbara, California where he studied graphic design. His love for music turned into a passion, and he decided to give up art school and pursue a career in radio.
In January 2002, Radio 1 gave Mike a slot on the station to build his own show from scratch: and with it he created the highly successful programme The Lock Up. This show aired originally on Wednesday mornings, as a successor to Andy Kershaw's show. He quickly achieved a big following- with celebrity fans including Rancid, Less Than Jake and Bad Religion. In July 2004, he was given the chance to come out of the darkness of Wednesday mornings and host the "Lock Up" on Tuesday nights. At the same time he took over Radio 1's Rock Show from Mary Anne Hobbs.
He continued to host both these shows until September 2006, when he announced his intention to move back to Los Angeles. This meant the end of both The Lock Up and his stint as the Rock Show host- to be succeeded by former A bassist Daniel P. Carter.