Davy was born in Sydney to Ashleigh Osborne Davy and Elizabeth Deuchar (née Gordon) of Edgecliff, New South Wales. Her father was an ear, nose and throat surgeon who received the MVO for his services to the Prince Henry, Duke of Gloucester, and his family, whilst he was Governor General of Australia. Her mother was the daughter of William Deuchar Gordon of Manar, near Braidwood, New South Wales. Davy was educated at Frensham School.
In 1956, she came 39th, 33rd and 37th in the downhill, giant slalom and slalom respectively, out of 47, 48 and 49 entrants. In 1960, she came 27th, 32nd and 29th in the same three events, out of 46, 45 and 44 competitors.
After retiring from skiing, she became a pioneering female airline pilot flying the DC-3 and the Fokker Friendship with Connellan Airways out of Alice Springs. She was the first Australian woman to hold a 1st Class Air Transport Pilot's Licence. In 1963, Davy received the Nancy Bird Trophy for her service to aviation from the Australian Women Pilots' Association. In 1974, Christine Davy, MBE, became the first woman in Australia to be employed as a pilot of a passenger airline, Connair, which was based in Alice Springs NT.
- Member of the Order of the British Empire — Awarded 1 January 1970 in recognition of her service to civil aviation.
- The Compendium: Official Australian Olympic Statistics 1896–2002. Australian Olympic Committee. pp. 215–227. ISBN 0-7022-3425-7.
- "Duke Presents Three V.C. Awards". The Sydney Morning Herald. 9 January 1947. p. 5. Retrieved 25 June 2013 – via National Library of Australia.
- It's an Honour Archived 6 March 2018 at the Wayback Machine Retrieved 25 June 2013
- Gordon, H. McL. and Kelleher, S. (1991). The Gordons of Manar In Australia, pp. 97–105. ISBN 0-646-06485-1
- "Olympic results". Archived from the original on 18 April 2020.
- "Territory Women".
- It's an Honour Archived 4 March 2016 at the Wayback Machine Retrieved 25 June 2013