Davy was awarded the Field Officer's Gold Medal, a clasp, and a gold ribbon buckle for his service in the battles of Roleia, Vimiera and Talavera during the Peninsular War. He was also praised by distinguished figures, such as Secretary of State Lord Castlereagh. Davy became a Companion of the Bath in June 1815. King William IV knighted Davy and made him a Knight Commander of the Royal Guelphic Order in 1836.