Davis eventually qualified as a minister at Holy Trinity Baptist Church of Brooklyn and became a District Leader and then a council member for Brooklyn's 35th Council district in November 2001. The template for his successful City Council bid had been established by previous races against Assemblyman and Democratic Kings County Chairman Clarence Norman Jr., who narrowly defeated him in 1998. The campaign against the politically powerful Norman — and Davis's high-profile generally — ruffled feathers within the NYPD, and Davis was fired for violating a rule that prohibits paid city employees from engaging in electoral politics. In that November's election his name was on the ballot on the old Liberal Party of New York line, for which Davis was fired from the NYPD. After pursuing litigation against the police department, Davis's claim that he never formally accepted the Liberal Party nomination was upheld and he was allowed to reclaim his job. He was not, however, permitted to return to his former detail at the police academy, instead being assigned to a night shift at a Brooklyn precinct. His next campaign in 2001 was successful but would later be a factor in Davis's murder. Othniel Askew had raised funds to run against him, but had failed to file the proper papers on time, which led to accusations of political chicanery and caused Askew to harbor a grudge against Davis.
Death
On July 23, 2003, Davis brought Askew to attend a Council meeting at the Council chambers in New York City Hall, with the intention of honoring him by introducing him from the balcony. The councilman and Askew were able to bypass the metal detectors, a courtesy offered to elected officials and their guests. Once in the balcony, and as the full Council and dozens of attendees gathered into the Chamber for the meeting, at 2:08 p.m., Askew fired a silver.40 caliber weapon at Davis, striking him several times in the torso. Davis, a retired police officer, was carrying a weapon but it remained holstered. A plainclothes policeman, Richard Burt, on duty as bodyguard to Gifford Miller, Speaker of the City Council, then fired up at Askew from the floor of the chamber, striking him five times. Paramedics arrived quickly, and attempted to revive both Davis and Askew before taking them to Beekman Downtown Hospital, where both men died. Askew had a history of violence. It was discovered after the murder that Askew had asked Davis to sign papers naming him as Davis's replacement in case anything happened to Davis. Davis's brother Geoffrey announced that he would run for the seat formerly held by his brother. He was defeated by fellow DemocratLetitia James, running on the Working Families Party line. Davis was buried in Green-Wood Cemetery in Brooklyn. Upon learning his killer's ashes were also in Green-Wood, Davis's family had his body exhumed and reinterred in the Cemetery of the Evergreens.
The murder incident would be used as the basis for "City Hall", an episode of Law & Order which aired on February 11, 2004. However, in the adaptation, the dead councilman was an innocent bystander, with the second victim, a low-level bureaucrat who survived with a shoulder wound, as the true target.