Davis was born on April 18, 1864. His mother Rebecca Harding Davis was a prominent writer in her day. He made his reputation as a newspaper reporter in May to June 1889, by reporting on the devastation of Johnstown, Pennsylvania, following the infamous flood. He added to his reputation by reporting on other events, like the first electrocution of a criminal (the death of William Kemmler in 1890). Davis became a managing editor of Harper's Weekly, and was one of the world's leading war correspondents at the time of the Second Boer War in South Africa. As an American, he had the unique opportunity to see the war first-hand from both the British and Boer perspectives. Davis also worked as a reporter for the New York Herald, The Times, and Scribner's Magazine.

He was popular among the leading writers of his time, and is considered the model for illustrator Charles Dana Gibson's dashing Gibson man, the male equivalent of his famous Gibson Girl. He is also mentioned early in Sinclair Lewis's book Dodsworth as the example of an exciting, adventure-seeking legitimate hero.

During the Spanish-American War, Davis was on a U.S. Navy ship when he witnessed the shelling of Matanzas, Cuba, a part of the Santiago campaign. Davis' story made headlines, but as a result, the Navy prohibited reporters from being aboard any U.S. ship for the rest of the war.

Davis was a good friend of Teddy Roosevelt, and he helped create the legend surrounding the Rough Riders, for which he was made an honorary member. Some have even gone so far to accuse Davis of involvement in William Randolph Hearst's alleged plot to start a war between Spain and the United States in order to boost newspaper sales; however, Davis refused to work for Hearst after a dispute over fictionalizing one of this articles.

Despite his alleged association with Yellow journalism, his writings of life and travel in Central America, the Caribbean, Rhodesia, South Africa during the Second Boer War were widely published. He was amongst the war correspondents who covered the Russo-Japanese War from the perspective of the Japanese forces. Davis reported on the Salonika Front of the First World War.

A plaque denoting his boyhood home can be seen at 21st and Chancellor Streets in Philadelphia. He attended the Episcopal Academy, and then later Lehigh University and Johns Hopkins.

He was married twice, first to Cecil Clark Lewis, an artist, and then to Bessie McCoy, the Vaudeville star who is remembered for her Yama Yama Man routine. He and Bessie had a daughter, Hope.

Partial list of works

"Three Gringos in Central America and Venezuela": poster by Edward Penfield

·           (1892). The West From A Car-Window (1903 ed.). New York: Harper & Brothers.

·           Van Bibber and Others (1892)

·           Exiles, and other stories (1894)

·           Three Gringos in Central America and Venezuela (1896)

·           Soldiers of Fortune (1897) at Project Gutenberg

·           Cuba in War Time (1897) at Project Gutenberg - Also available in audio: http://onlinebooks.library.upenn.edu/webbin/gutbook/lookup?num=8807

·           Dr. Jameson's radiers vs. the Johannesburg reformers (1897)

·           The Cuban & Porto Rican campaigns (1899)

·           Cinderella, and other stories (1899)

·           Gallegher, and other stories (1899) at Project Gutenberg

·           The Lion and the Unicorn (1899) at Project Gutenberg

·           With Both Armies (1902) - Davis on the Second Boer War

·           Ranson's folly (1902) at Project Gutenberg

·           Soldiers of Fortune (1902)

·           Captain Macklin: His Memoirs (1902)

·           The bar sinister (1903)

·           Real Soldiers of Fortune (1906) at Project Gutenberg - an early biography of Sir Winston Churchill (1874-1965), Major Frederick Russell Burnham, D.S.O., (1861-1947), Chief of Scouts, General Henry Douglas McIver (1841-1907), James Harden-Hickey (1854–1898), Captain Philo McGiffen (1860-1897), William Walker (1824–1860)

·           The Congo and coasts of Africa (1907)

·           Once Upon A Time (1910)

·           Notes of a War Correspondent (1910) at Project Gutenberg

·           Vera, the Medium (1908)First Edition published by Scribners

·           Peace Manoeuvres; a play in one act (1914) at Project Gutenberg

·           With the French in France and Salonika (1916)

·           The Man Who Could Not Lose (1916)