Davies was a native of Whiteford, near Holywell in Flintshire, Wales. His parents George and Elizabeth Davies lived in Tre'r Abbot. Isaac D'Israeli said his biography was quite unknown.  He was educated at the English Jesuit College in Rome, and was made a Roman Catholic priest on 17 April 1688. He left Rome on 15 October 1688 to work with the Jesuits in Wales, but soon converted to become a Protestant, and in 1705 published an explanation (apologia) for his surprising conversion in The Recantation of Mr Pollett, A Roman priest.
In 1715 he published the first volume of his Athenae Britannicae, a critical history of pamphlets called Icon Libellorum. It was described as "a queer production, but cram full of curious information". The Libellorum included a French letter and a Latin Ode to Robert Harley, first Earl of Oxford.
Davies became a mendicant scholar, selling his own books. He would visit the house of a potential patron and send in a bundle of his books, with perhaps an ode to the recipient, in the hope of receiving a gift in return. He was often rejected or insulted when trying to obtain payment or return of his work. By 1812, his work was described as extremely rare.
- "Myles Davies". Bye-gones, relating to Wales and the Border Counties. Oswestry & Border Counties Advertizer. 1883. p. 181.
- Jones, John James. "Welsh Biography Online". Dictionary of Welsh Biography. The National Library of Wales. Retrieved October 3, 2011.
- Odell & Philes 1878, pp. 314.
- Urban 1812, pp. 561.
- Nichols & Bentley 1813, pp. 586.
- Smollett 1812, pp. 384.
- Nichols, John; Bentley, Samuel (1813). Literary Anecdotes of the Eighteenth Century: Comprizing Biographical Memoirs of William Bowyer, Printer, F.S.A., and Many of His Learned Friends; an Incidental View of the Progress and Advancement of Literature in this Kingdom During the Last Century; and Biographical Anecdotes of a Considerable Number of Eminent Writers and Ingenious Artists; with a Very Copious Index. London: Nichols, Son, and Bentley.
- Odell, Andrew J.; Philes, George Philip (1878). Bibliotheca curiosa. Catalogue of the library of Andrew J. Odell.
- Smollett, Tobias George (1812). "Review of Calamities of Authors". The Critical review, or, Annals of literature. W. Simpkin and R. Marshall.
- Urban, Sylvanus, ed. (June 1812). "Review of D'Israeli's Calamities of Authors". The Gentleman's magazine (London: Nichols, Son, and Bentley) 82 (1).
- Rose, Hugh James; Rose, Henry John; Wright, Thomas, eds. (1848). "Davies, Miles". New general biographical dictionary. 7 DAC–GEO. London: Fellowes. p. 32.
- Jenkins, Geraint H. (1987). The foundations of modern Wales: Wales 1642–1780. History of Wales 4. Clarendon Press. p. 238. ISBN 978-0-19-821734-3.
- Roberts, Thomas Rowland; Williams, Robert (1908). "Davies, Miles". Eminent Welshmen: a short biographical dictionary of Welshmen who have attained distinction from the earliest times to the present 1. Educational Publishing Co. p. 51.
- Collins, An (1961). "Miles Davies". In Stewart, Stanley N. Divine Songs and Meditacions (1653). Los Angeles: Clark Library. pp. 119 et seq.