I whanau a Davis i Fairview, Kentucky, ki tetahi kaiahuwhenua whai hua, ko te taiohi o nga tamariki tekau. I tipu ake ia i Wilkinson County, Mississippi, a i noho hoki i Louisiana. Ko tana tuakana ko Joseph Emory Davis i whakawhiwhia ki te taiohi o Davis ki te United States Military Academy. Whai muri i tana tohu, i mahi a Jefferson Davis i nga tau e ono hei rangatira i roto i te United States Army. I whawhai ia i te Pakanga o Mexico me Amerika (1846-1848), hei koroneli o te reimana o nga kaitautoko. I mua i te Pakanga o Amerika, i whakahaerehia e ia he tipu miro nui i Mississippi, i hoatu e tona tuakana a Hohepa ki a ia, a he maha atu i te 113 nga pononga. Ahakoa i tohe a Davis ki te wehenga i te 1858, i whakapono ia he tika kore e taea te wehe atu i te Uniana o Mexico.
Ko te tau 1848