When Davies was a young child, her father, and her older brother Jack, both played for the family's local cricket club, Chichester. At the age of eight, Davies decided to join in, and played her first hard-ball game with Jack's under-11 team. She was attracted to fast bowling, because "that seemed like the most fun"; at 10 and 11 she was tall for her age, and that also helped. Eventually, she joined the Sussex junior ranks as an 11 year old. Three years later, in 2010, Davies made her debut for Sussex's senior team, against Kent, and was lucky to have England star Sarah Taylor behind the stumps. On the second day of her debut match, she took her first wicket, of the then England captain Charlotte Edwards, thanks in part to a catch by Taylor that Davies later described to The Cricketer as "unbelievable". At that time, Davies was a pupil at Chichester High School for Girls, a state school that did not have a cricket team. Two years after her county debut, Brighton College offered her a sixth form sports scholarship, and she accepted. The College knew of her potential because its then head of cricket, Alexia Walker, had been her captain on her debut. From Davies' perspective, the most appealing thing about Brighton College's cricket program was that girls could play in the boys' teams; she played for both the boys 1st and 2nd XI during her two years there. In 2020, Davies told The Cricketer: After finishing school, Davies had to prioritise either study or cricket. England's elite women's cricket Academy is based on campus at Loughborough University, and therefore almost all current England players are Loughborough graduates or students. However, Davies chose the University of Exeter instead, as she felt it was the best choice for the degree in law she wanted to obtain. At Exeter, Davies gave priority to getting her degree. For two years, she also attended training sessions at Loughborough - an eight-hour round trip away - every other weekend. In her third year, she gave cricket away entirely, taking the risk that a place at the England Academy might not still be available to her if she wanted to resume playing the game. However, following her graduation in July 2017 with upper second-class honours, Davies helped her Kia Super League team, Western Storm, to its first title. Soon afterwards, she was awarded an England "rookie" contract, which enabled her to train full-time without having to take up other employment. Rookie contracts do not provide anything like a living wage, and the alternative for Davies was a lucrative career as a lawyer. Even so, she persisted with cricket; as she told ESPNcricinfo in 2019:
Domestic career
Davies played every game for Western Storm in the Kia Super League from its inception in 2016 until its conclusion in 2019. The team were runners-up in 2016 and won the title in 2017, beating Southern Vipers in the final. In 2018, Storm made it to Finals Day, but lost to eventual winners, Surrey Stars, in the semi-final. In 2019 Western Storm finished top of the KSL league, taking them directly to the final where they beat Southern Vipers by 6 wickets, to claim their second title and become the most successful team in KSL history. Davies finished as the leading wicket-taker in the 2019 competition with a record 19 wickets. She finished as the second highest wicket-taker in the four years of the competition with a total of 37 wickets.