Davis was born in Harrisburg, Pennsylvania, where he began studying the piano at the age of five, switched to tuba, and finally to bass while attending high school. He studied at Juilliard and Manhattan School of Music but graduated from Hunter College.
Davis is also known for starting a legal case that led to blind auditions for orchestras.
Davis earned a Ph.D. in clinical psychology from New York University in 1982. He moved in 1986 to southern California, where he balanced his teaching and practicing of psychology with jazz performances.