Playing Career Davey began his professional playing career as a youth player at Sheffield United before signing for Carlisle United in 1989. He made over 200 Football League appearances during his career, playing for clubs such as Preston North End, Peterborough United, and Macclesfield Town. He was primarily known for his energetic midfield play.
Managerial Career After retiring from playing, Davey transitioned into coaching. He held various coaching roles, including academy director at Sheffield United, before being appointed manager of Barnsley in June 2007. During his tenure at Barnsley, he famously guided the club to the FA Cup semi-finals in the 2007–08 season, achieving memorable victories over Premier League giants Liverpool and Chelsea. He was dismissed from Barnsley in September 2009.
Following his departure from Barnsley, Davey had brief spells managing Darlington in 2009 and Hereford United in 2010. After his time in English management, he moved to the United States, where he became involved in youth football development, taking on roles such as Director of Coaching for various academies.