Born in London, Davies was the daughter of the Welsh sculptor William Davies (Mynorydd) (1826–1901), who was himself the son of composer Moses Davies. The family attended a Welsh-language chapel in London. Before attending the Royal Academy of Music she studied singing with Henry Brinley Richards, Megan Watts Hughes and Edith Wynne. She joined the London Welsh Choral Union, then under the direction of the composer John Thomas, which in 1873 awarded her a scholarship to the Royal Academy of Music where she was a pupil of Alberto Randegger.
