Davis's first break into television was as a regular cast member of Big Train. Her career was given a further boost in 1998 after she sent a tape of various characters to Steve Coogan, who invited to her to write and tour with him later that year. Davis has appeared in many comedy television shows in the UK including I'm Alan Partridge, Big Train, Coming Soon, Brass Eye, Jam, Human Remains, Gavin & Stacey, I Am Not an Animal, Dr. Terrible's House of Horrible, Ideal and Nathan Barley.