Davies began his career playing for local amateur sides, joining Rhymney where he once scored 61 goals in a single season. He was signed by Swansea Town in 1921, playing in every forward position for the club before settling at outside-right. He made his Wales debut while playing for Swansea but, in 1924 with the club going through financial trouble, he moved to Cardiff City for a fee of £25. In his first season at the club, he was part of the side that reached the FA Cup Final, including scoring a goal direct from a corner-kick in the quarter-final victory over Leicester City.