Born in Launceston, Cornwall, Davey first studied art in Exeter before going to Goldsmiths College in London in 1985 where he took a BA in fine art. His first solo show was at the Lisson Gallery in London in 1987. Davey is single and has one child.
Davey's work is influenced by the work of sculptors such as Tony Cragg and Richard Deacon and shows a similar interest in industrial materials. The simplicity of his forms shows an affinity with minimalism. Many of his works make references to everyday objects which if exhibited in themselves would be readymades. Button, a metre and a half wide clothes button made in steel, is a typical early work. Later works, such as Gold (Table) (a table as tall as a human) are larger in size. Primarily a sculptor, Davey produced a series of 12 prints with five other artists including etchings and screenprints.