In her home town of Bath, Somerset, England, after studying English and Drama at the University of York, she formed a double act with Jane Roth at a local theatre group. They then formed an improvisation troupe along with the now famous Rob Brydon.
Davis' partner is Mighty Boosh star Julian Barratt with whom she has two children - twin boys called Walter and Arthur.
She got her first break into television when Steve Coogan invited her to appear in one episode of the second series of his sitcom I'm Alan Partridge, after she sent him a tape of a performance. She has since starred in many other comedy television shows in the UK including roles in Big Train, Brass Eye, Jam, Human Remains, Gavin & Stacey, I Am Not An Animal, Dr. Terrible's House of Horrible and Nathan Barley.
2004 saw Davis write and star in the highly acclaimed dark comedy Nighty Night, which returned for a second series in 2005. In more serious roles Davis has starred in productions such as the BBC' s For the Love of God, The Alan Clark Diaries (in which she plays secretary to the notorious MP), Fear of Fanny, in which she played the original celebrity chef Fanny Cradock, and Persuasion, an adaptation of the Jane Austen novel.
Davis appeared in films such as AD/BC: A Rock Opera, Love Actually, Confetti and Sex Lives of the Potato Men.
