In 2006, Davis was drafted by the Washington Nationals in the 29th round; he did not sign with the team but opted to play college baseball. He later was drafted by the Milwaukee Brewers in the seventh round of the 2009 Major League Baseball draft.
The Brewers added Davis to their 40-man roster during the 2012–13 offseason. After a productive spring training, Davis made the final roster cut and made his major league debut on opening day, grounding out in a pinch-hit appearance. Five days later, Davis made his first major league start in left field and recorded his first major league hit, a double off Patrick Corbin of the Arizona Diamondbacks. After a poor start that saw him bat just.188, Davis was optioned to Nashville. Davis was recalled in mid-July, and after Ryan Braun's suspension due to performance-enhancing drug use, became the Brewers' starting left fielder down the stretch. He hit his first major league home run at Miller Park on July 23 off Colt Hynes of the San Diego Padres. Davis ended the year with 11 home runs in 136 at-bats, with a slugging percentage of.596. Davis' rookie performance was enough to encourage Brewers management to trade right fielderNorichika Aoki to Kansas City and move Ryan Braun from left to right field, opening up an everyday role for Davis. After a slow start, batting.219 with an on-base percentage of.250 and a slugging percentage of.388 through May 20, Davis hit four home runs in six games. At the All-Star Break, Davis led the Brewers with 15 home runs. In 144 games for the Brewers, Davis hit.244 with 22 home runs and 69 RBIs. Davis was once again named the starting left fielder for the Brewers during the 2015 season and batted.247 with 27 home runs and 66 RBIs in 121 games.
Oakland Athletics
On February 12, 2016, the Brewers traded Davis to the Oakland Athletics for Jacob Nottingham and Bubba Derby. On May 17 in a game against the Texas Rangers, Davis hit three home runs, including a walk-off grand slam for the third. This was only the second time this has happened in MLB history. On August 14, 2016, Davis hit his 30th home run of the season, a two-run homer against the Seattle Mariners. On September 18, 2016, Davis hit his 39th and 40th home runs of the season in a game against the Rangers. He added two more home runs to conclude the season. He also contributed 102 RBIs for the season, becoming the first player in the franchise to hit 100 or more RBIs since the 2006 season, when Frank Thomas had 114 RBIs for the Athletics. Davis hit two home runs in Oakland's 2017 season opener on April 3, the second Athletics player to do so, and the first since Jason Giambi in 2000. Davis hit 43 home runs total in the 2017 season and contributed 110 RBIs, being the first Athletics player to have back-to-back 40 home run seasons. In 2018, his 48 home runs led all of MLB. He also batted.247 for the fourth consecutive season. His 123 RBIs were the second-most in baseball behind J. D. Martinez. For the season, he had the lowest line drive percentage of all major league hitters. In 2019 he batted.220/.293/.387 with 23 home runs and 73 RBIs. He swung at the highest percentage of pitches inside the strike zone of all American League batters.
Davis' father, Rodney, played in the Los Angeles Dodgers organization and has served as a scout for the Dodgers and Arizona Diamondbacks. His mother, Sonia Davis, was born in Culiacan, Sinaloa, but grew up in Ensenada.