Davis was drafted by the Chicago White Sox in the first round (13th pick) of the 1983 Major League Baseball Draft.[3] He played his first Major League Baseball game on August 11, 1985. He is a left-handed batter and a right-handed thrower. Following major surgery on his right shoulder, Davis retired from playing. He played his last professional game on July 5, 1988.[4]
On May 13, 2020, Davis was arrested after violating a protective order by following his ex-wife to work, yelling at her, threatening her and grabbing her by the wrist and hair. He later pleaded guilty to misdemeanor charges of battery to cause bodily harm and violation of an injunction for protection and was sentenced to ten months of probation and fifty hours of community service and required to undergo a mental health evaluation.[6]