Davies began his career at Peterborough, before moving to the capital to join Spurs. He made 169 appearances for the London club, before moving to Everton, where he played in the Champions League. In 2007, Davies moved back to London and joined Fulham, where he was part of the squad that reach the final of the Europa League in 2010. Davies scored a volley in the final against Atletico Madrid.

Davies played 58 times for Wales, captaining his country as well as being named Footballer of the Year in 2002.