Davis was born and raised in Saint Thomas, in the U.S. Virgin Islands, the daughter of Deborah L. "Debi" (Behm) and Conn Jay Davis, Sr. She stated that the best part of growing up there was "the friendly people, great weather and waking up to the sound of the waves on the beach".
She modeled for Victoria's Secret as well as American Eagle Outfitters, Tommy Hilfiger, and Levi's. Davis has appeared in televised advertisements as the DirecTV Genie, and appears in a series of ads for the same company.
On February 9, 2013, Davis was announced as part of the lineup for the 2013 Sports Illustrated Swimsuit Issue. She was the cover model of the 2015 issue.
In 2015, Davis appeared in a bit part in the comedy film Vacation, as a flirtatious young woman driving a red Ferrari.
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