Davies was born in Glamorgan, Wales and educated at Jesus College, Oxford,Alumni Oxonienses 1500-1714, Dabbe-Dirkin matriculating in November 1621. He was awarded his BA in 1625, his MA in 1628 and a BD degree in 1640. He is also said to have become a Fellow of Jesus College before taking his BD degree, but he is not included in the list of fellows in Ernest Hardy's history of the college. He took the degree of DD in 1661. After being ordained, he was rector of Pentyrch and Radyr in Glamorgan (1630 onwards), and of Llangan with Llantrithyd (1638 onwards), surrendering Llantrithyd soon after becoming a prebendary of Llandaff Cathedral in 1639. His opposition to church reforms led to his losing his parishes at some point between 1646 and 1650, although he received some concessions such as payment of some tithes to him or his brothers. He supplemented his income by running a school and, later, moving to London to become chaplain to the wife of the royalist Henry Mordaunt, 2nd Earl of Peterborough.
