Davis made his debut in the main draw of the World Championship in 1994, losing in the first round to Terry Griffiths. In the following year he won his first match at the Crucible, beating Ken Doherty in the first round before being knocked out by Peter Ebdon in the second. Davis came close to losing his Main Tour status in the late 1990s, but recovered in the early 2000s to return to the top 48. Reaching the quarter-finals of the 2001 Regal Scottish tournament, his second career quarter-final, was the main catalyst for this. His success in reaching the 2008 World Championship came after two poor seasons, leaving him at No. 58 in the rankings. He opened the 2008/2009 season strongly by qualifying for the Northern Ireland Trophy and defeating local hope Joe Swail 5–4 in the first round, before beating Ding Junhui 5–4 in the last 32 in one of the best wins of his career. He was beaten 5–2 in the last 16 by Ali Carter. He followed this up by also qualifying for the Bahrain and UK Championships, though in the latter he was forced to pull out early in his last-32 match against Joe Perry, due to a stomach upset. He exceeded his 2007/2008 ranking points total after only five of the eight events of the 2008/2009 season. Davis won the Six-Red World Championship in 2009. In 2010, he reached the second round of the World Championship for the first time in 15 years by defeating sixth seed Ryan Day.