Viborg, Denmark
Davies was born in Neath, West Glamorgan. After spending time in the youth academy at Swansea City, he and his family moved to Viborg, Denmark, after his father accepted a job offer. They spent three years living in Denmark, where he played for Viborg FF's youth team before returning to Swansea. Davies attended Ysgol Gyfun Ystalyfera and is a Welsh speaker.