For much of the rest of the war, he was a cavalry commander. He participated in several raids and mounted actions including Wheeler's October 1863 Raid. On August 1863 he was promoted to the rank of brigadier general. Davidson fought at the Battle of Chickamauga on September 19–20, 1863. He was given command of a cavalry brigade at Rome, Georgia, in Wharton's Division of Wheeler's Cavalry Corps from October 1863 through early 1864. His brigade served in parts of the Atlanta Campaign. Before the conclusion of that campaign, Davidson was sent to Virginia where on September 27, 1864, he took command of a brigade of cavalry attached to the division of Brigadier General Lunsford L. Lomax during the Valley Campaigns of 1864. He commanded the Cavalry Brigade, Valley District, Army of Northern Virginia from January to March 1865 when the Confederate Valley force under Lieutenant General Jubal Early was effectively destroyed at the Battle of Waynesboro, Virginia on March 2, 1865. Davidson surrendered with General Joseph E. Johnston's force at Greensboro, North Carolina in April 1865. He was paroled on May 1, 1865.