Davies graduated in 1976 from St Andrews University with a degree in Medieval and Modern History. He gained his doctorate from the same institution in 1984 on the topic of the Scottish criminal justice system before the abolition of private courts (heritable jurisdictions) in 1747. His publications include several articles (including two in the recently published The Voluntary City), The Dictionary of Conservative and Libertarian Thought (with Nigel Ashford) and Empiricism and History.

Since 1979 he has taught at the Manchester Metropolitan University, in Manchester, UK. His teaching and research interests include the history of ideas, historical criminology, the history of the devil, and the private supply of"public" goods. He is not a supporter of Manchester United!