Davey was born in Launceston, Cornwall in 1961. He studied on the foundation course at Exeter College of Art and Design, in 1981, and then at Goldsmiths’ College, London, from 1982-1985. He focused on making sculpture in the metal workshops. He had his first solo exhibition at the Lisson Gallery, London, in 1987, and held an exhibition at the Kunsthalle, Bern, in 1989. He won the Turner Prize in 1992. Minimalist and enigmatic, his sculpture connects with an older generation of sculptors, such as Richard Deacon and Richard Wentworth, as well as with his YBA contemporaries at Goldsmiths, as Damien Hirst. Modest and independent, he was part of neither group. He taught part-time at the University of East London.