Davies was born in 1898, the son of an army officer. He was educated at Dover College and the Royal Military College, Sandhurst, before joining the 39th Garhwal Rifles (later the 18th Royal Garhwal Rifles) in India in 1916. He served with them in the Mesopotamian campaign of the First World War and as part of the "Army of the Black Sea" during the Turkish War of Independence. It was for 'distinguished service in the Field with the British Army of the Black Sea' that he was awarded the Military Cross as a Captain with the 2/39th Garhwal Rifles.