Born in Manchester, New Hampshire, as a child Davies was encouraged to play soccer and coached by his father Kofi Davies, an immigrant from the Gambia. He attended the Brooks School in North Andover, Massachusetts and graduated in 2004 alongside fellow professional Mike Fucito. While there he set many Brooks scoring records, scoring twenty-nine and thirty goals in his junior and senior seasons, respectively. In his senior campaign, Davies led Brooks School to a 15–0 league record, and New England Class-A Championship. Davies also starred in wrestling at Brooks, earning National Prep All-American his senior season.

After prep school Davies attended Boston College, where he starred for the Eagles for three seasons. His sophomore season was cut short due a knee injury suffered in the first half of the season opener. During his college years he also played with Westchester Flames of the USL Premier Development League, scoring six goals in nine appearances. He was a finalist for the Hermann Trophy in 2006, capping his comeback season. He finished his college career with twenty-four goals and ten assists in thirty-seven games, including fifteen goals in sixteen games his final season.

After an unsuccessful trial at Dutch club Ajax, Davies signed his first professional contract with Allsvenskan club Hammarby IF in December 2006. Although he initially was placed in the starting lineup, he had trouble finishing and spent his first year with the club alternating between being a starter and a substitute. On June 24, 2007, Davies netted his first goal for the club, which was the decisive goal in Hammarby’s match against Faroese club Klaksvik in the first round of the 2007 Intertoto Cup, but he was still unable to score in the Allsvenskan. Davies credits both his coach, Tony Gustavsson, and Uruguayan star and former Hammarby teammate Sebastián Eguren with guiding his work ethic and attitude through his struggles. In the final match of the 2007 season Davies broke through and scored a hat-trick against GAIS.

He made his debut for the senior national team on June 2, 2007, as a substitute in a 4–1 friendly victory over China in San Jose, California. Later that summer he was a part of the squad that took part in the 2007 Copa América in Venezuela. On October 15, 2008, he scored his first national team goal in a 2–1 loss to Trinidad and Tobago during the third round of CONCACAF qualifying for the 2010 FIFA World Cup. He added his second national team goal against Egypt in the final group stage game of the 2009 Confederations Cup. In the following game against Spain, Davies was involved in his strike partner Jozy Altidore’s opening goal. On August 12, 2009, Davies scored the opening goal in a 2–1 loss to Mexico in Mexico City, becoming only the fourth American to score against Mexico in the Azteca Stadium.

The 2008 season was a major breakthrough for Davies. He scored fourteen goals in twenty-seven games, twenty-five of which were starts. As a result of his strong performance in 2008 there were many rumors regarding his transfer to a larger club elsewhere in Europe, but ultimately nothing materialized, and Davies returned to Hammarby.

The 2009 season began well for Davies, who scored four goals in the first nine league games. He also scored two extra time goals in a 2009 Swedish Cup match against Åtvidaberg, a ninety-ninth-minute equalizer and the winning goal just before extra time expired, to propel his club to a 3–2 victory in the third round of the tournament.

On July 10, 2009, before returning from his suspension in Sweden, it was announced that Davies would sign with Ligue 1 club Sochaux. On August 15, in his second game with Sochaux, Davies came on as a second-half substitute and scored twice; Sochaux ultimately lost the game to Bordeaux, 3–2. However, after only eight appearances with the club, Davies was seriously injured in a car crash while in the United States. On April 26, 2010, Davies returned to full training with his club and was finally placed in the gameday roster for the December 19 match against Bordeaux.

On October 13, 2009, Davies, who was in Washington, D.C. for a World Cup Qualifier game against Costa Rica, was a passenger in an SUV that went out of control on the George Washington Parkway and struck a metal railing at about 3:15 a.m., tearing the vehicle in half. The crash shut down the George Washington Parkway until 8:15 a.m. that morning. The crash killed a 22-year-old woman who was in the car with Davies, while Davies himself suffered a lacerated bladder, fractured right tibia and femur, a fractured elbow, multiple facial fractures, and bleeding on the brain. In an interview with ESPN’s Jeremy Schaap on December 4, Davies said that he expected to be running by March and would be fit to play at the World Cup. On January 25, 2010, ESPNsoccernet reported Davies was jogging and hoped to return to Sochaux by April. Davies returned to France to complete his rehabilitation with his club on February 17, 2010, with plans to commence full team training within a month. He resumed light training with the club on March 22. On May 11, it was announced by coach Bob Bradley that Davies would not be on the preliminary national team roster for the 2010 FIFA World Cup, as Sochaux had not cleared him medically.

After a ten-day evaluation period with the club during their pre-season, Davies signed on loan with D.C. United for the 2011 MLS season. Davies made his debut as a substitute in the 52nd minute, against the Columbus Crew on March 19, 2011 scoring two goals. A week later he scored his third goal in a 2–1 loss against New England, and, as of May 4, led MLS in scoring with six goals scored. On June 24, Davies was fined $1000 for diving. On September 11, Davies scored a hat-trick off of three assists from Chris Pontius to beat Chivas USA 3–0 in California. The win put United into tenth place in the standings, the final playoff spot, just above the New York Red Bulls. United announced on December 1, 2011 that they would not exercise its December 1 option to secure his permanent transfer from Sochaux. After his loan spell at D.C. United, Davies spoke out about the club’s disappointing season and said he was involved in a disagreement with the club’s coaching staff .

After having spent 2011 on loan to D.C. United, Davies returned to Sochaux. He made his first appearance since his accident in a 1–0 loss against Rennes on February 11, 2012.

At the end of the season, Davies was on the verge of leaving Sochaux after reaching an agreement to terminate the contract with rumors spreading that he was on his way to join AZ and American team-mate Jozy Altidore but this was denied by technical director Earnie Stewart, who insisted that the club had no interest in Davies. Eventually, Davies signed for Danish side Randers on a two-year deal. Davies made his debut for the club, coming on as a substitute, in a 1–0 win over OB on July 22, 2012. He since has yet to make his first start in the league, having played in the third round of Danish Cup in a 2–1 win over Næstved and finished his time there without scoring a goal.

On June 29, 2012, Davies married his college girlfriend, Nina. They now reside in Hingham, Massachusetts.

On August 8, 2013, Davies was loaned to the New England Revolution for the remainder of the 2013 MLS season. In early 2014, Davies and Randers agreed to terminate his contract, allowing him to join New England on a permanent basis.

Davies was a key part of New England’s run to the MLS Cup final in 2014, scoring multiple goals against the Columbus Crew and New York Red Bulls, including the decisive goal in Leg 2 against the Red Bulls that gave New England an aggregate victory of 4–3.

On August 3, 2016, New England traded Davies and a third-round pick in the 2018 MLS SuperDraft to Philadelphia Union in exchange for a first-round pick in the 2018 SuperDraft, general allocation money, and targeted allocation money.

Davies announced his retirement from playing soccer on March 2, 2018.