Port Vale
Davis started his career in the youth team ranks at Port Vale in 2002. Described as a "natural born leader", he was handed a squad number for the 2010–11 season, making the first-team bench in October 2010. This came a month after a highly impressive reserve team performance against Sheffield Wednesday. His debut came on 30 April 2011, as he came on as a substitute to replace Gareth Owen seventy minutes into a 7–2 home win over Morecambe.
The 2011–12 season was the final year of his youth contract. He made his second appearance at senior level on 17 March, when he replaced Paul Marshall 49 minutes into a 3–2 defeat away to Crawley Town; manager Micky Adams put him on as centre-back Clayton McDonald had just been sent off. McDonald's subsequent suspension gave Davis the opportunity to start against Hereford United three days later, Adams saying "he'll either sink or swim". He was voted man of the match after he produced "a disciplined defensive display beyond his tender years". However, he was sent off 69 minutes into the next match for a professional foul on Torquay United's Rene Howe; the penalty kick was converted to cost Vale a 2–1 away defeat. With Clayton McDonald facing legal issues, Davis was given an extended run in the team towards the end of the 2011–12 season, thus securing the 18-year-old apprentice his first professional contract. At the end of the season he was given both the club's Youth and Young Player of the Year awards. He announced his intention to accept the club's offer of a new two-year contract in June 2012. Despite being one of the last of the 16 players offered contracts to commit his future to the club, Micky Adams said that the deal was "never in doubt". They told the media of the "excellent potential" he saw in the young defender.
Davis started the opening match of the 2012–13 season, a 3–1 home defeat to Burnley in the League Cup, but was substituted at half-time following a mistimed back-pass that allowed Charlie Austin to score for Burnley. His replacement, Clayton McDonald, then formed an impressive partnership with John McCombe to leave Davis on the sidelines. Facing Northampton Town away on 27 October, Gareth Owen filled the gap left after McDonald picked up a one-match suspension but was replaced by Davis at half-time after picking up an injury; McCombe was also sent off in the match, leaving Davis to cope adequately at centre-back alongside fellow teenager Kingsley James. Vale secured promotion at the end of the season with a third-place finish. However, Davis featured on only ten occasions.
Having failed to make an appearance for Port Vale at the start of the 2013–14 season, he was loaned out to Conference Premier club Luton Town in November 2013. He played nine times for Luton, with the club winning seven and drawing two matches with Davis in the team. Luton manager John Still requested an extension to the loan but Micky Adams recalled Davis to provide cover for the injured Richard Duffy. On 11 January an injury crisis meant that he started in an inexperienced centre-back partnership with 19-year-old Jack Grimmer as Vale lost 2–0 away to league leaders Brentford. He was publicly praised by Adams for his performance in the match, and Davis told the Sentinel that "I'm hoping to cement my place and get myself going again." He earned a place on the Football League Team of the Week for his performance as "a commanding figure" in a 0–0 draw at Shrewsbury Town on 15 February.