He was born at Amesbury, Massachusetts. A pupil of the schools of the Boston Museum of Fine Arts, he was sent to Paris in 1880. Having studied at the Acad??mie Julian under Jules Joseph Lefebvre and Gustave Boulanger, he went to Barbizon and painted much in the forest of Fontainebleau under the traditions of the men of thirty.
In 1890, Davis returned to the U.S., settling in Mystic, Connecticut. He shifted to Impressionism in his style, and took up the cloudscapes for which he became best-known. He eventually became a leading figure in the art colony that had developed in Mystic, and founded the Mystic Art Association in 1913.
He became a full member of the National Academy of Design in 1906, and received many awards, including a silver medal at the Paris Exhibition of 1889.
He is represented by important works in the Metropolitan Museum of Art, New York; the Corcoran Gallery of Art, Washington; the Pennsylvania Academy, Philadelphia, and the Boston Museum of Fine Arts.